Integration and approximation of multivariate functions: average case complexity with isotropic Wiener measure
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arXiv
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| Format: | Preprint |
| Veröffentlicht: |
1993
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| _version_ | 1866917022880759808 |
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| author | Wasilkowski, Grzegorz W. |
| author_facet | Wasilkowski, Grzegorz W. |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_math_9304216 |
| institution | arXiv |
| publishDate | 1993 |
| record_format | arxiv |
| spellingShingle | Integration and approximation of multivariate functions: average case complexity with isotropic Wiener measure Wasilkowski, Grzegorz W. Numerical Analysis Classical Analysis and ODEs 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. |
| title | Integration and approximation of multivariate functions: average case complexity with isotropic Wiener measure |
| topic | Numerical Analysis Classical Analysis and ODEs |
| url | https://arxiv.org/abs/math/9304216 |