Dependence on the Dimension for Complexity of Approximation of Random Fields

DOI10.1137/S0040585X97984139zbMath1214.60021arXivmath/0701058MaRDI QIDQ3580090

Nora Serdyukova

Publication date: 11 August 2010

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0701058

zbMATH Keywords

Gaussian processesrandom fieldscurse of dimensionalityinformation-based complexitytractabilityKarhunen-Loeve expansionlinear approximation errormultivariate linear problems

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Approximation by other special function classes (41A30)

Related Items (2)

Average approximation of tensor product-type random fields of increasing dimension ⋮ On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables

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