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- W2807601054 abstract "We study approximation properties of additive random fields $Y_d$, $dinmathbb{N}$, which are sums of zero-mean random processes with the same continuous covariance functions. The average case approximation complexity $n^{Y_d}(varepsilon)$ is defined as the minimal number of evaluations of arbitrary linear functionals needed to approximate $Y_d$, with relative $2$-average error not exceeding a given threshold $varepsilonin(0,1)$. We investigate the growth of $n^{Y_d}(varepsilon)$ for arbitrary fixed $varepsilonin(0,1)$ and $dtoinfty$. The results are applied to sums of standard Wiener processes." @default.
- W2807601054 created "2018-06-13" @default.
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- W2807601054 date "2018-05-31" @default.
- W2807601054 modified "2023-09-27" @default.
- W2807601054 title "Approximation complexity of homogeneous sums of random processes" @default.
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