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Autore principale: Wasilkowski, Grzegorz W.
Natura: Preprint
Pubblicazione: 1993
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Accesso online:https://arxiv.org/abs/math/9304216
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Sommario:
  • We study the average case complexity of multivariate integration and $L_2$ function approximation for the class $F=C([0,1]^d)$ of continuous functions of $d$ variables. The class $F$ is endowed with the isotropic Wiener measure (Brownian motion in Levy's sense). Furthermore, for both problems, only function values are used as data.