An estimate of average case approximation complexity for tensor degrees of random processes

DOI10.1134/S1063454121040087zbMath1487.60099OpenAlexW4285355715MaRDI QIDQ2668894

A. A. Khartov, A. A. Kravchenko

Publication date: 9 March 2022

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1063454121040087

zbMATH Keywords

random fieldtractabilityaverage case approximation complexityhigh dimensiontensor degree

Mathematics Subject Classification ID

Random fields (60G60) Monte Carlo methods (65C05) Complexity and performance of numerical algorithms (65Y20)

Cites Work

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• Asymptotic analysis of average case approximation complexity of Hilbert space valued random elements
• Tractability of multivariate problems. Volume I: Linear information
• Average case optimal algorithms in Hilbert spaces
• Average-case analysis of numerical problems
• Functional quantization-based stratified sampling methods
• Tractability of Multi-Parametric Euler and Wiener Integrated Processes
• Mean Square Truncation Error in Series Expansions of Random Functions
• Small ball probabilities for Gaussian random fields and tensor products of compact operators

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