Approximation in probability of tensor product-type random fields of increasing parametric dimension

DOI10.1007/s10958-014-2195-2zbMath1359.60065OpenAlexW1966743735MaRDI QIDQ906015

A. A. Khartov

Publication date: 28 January 2016

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-014-2195-2

zbMATH Keywords

Gaussian random variablesKarhunen-Loéve expansion\(U\)-distribution

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Central limit and other weak theorems (60F05)

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Cites Work

• Tractability of multivariate problems. Volume I: Linear information
• Tractability of multivariate problems. Volume II: Standard information for functionals.
• Average-case analysis of numerical problems
• Approximation complexity of tensor product-type random fields with heavy spectrum
• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
• Random Fields and Geometry
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