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(s,t)-weak tractability of Euler and Wiener integrated processes
Author
Publication date
2018-04
Abstract (EN)
We study (s, t)-weak tractability of function approximation in the average case setting with respect to a zero-mean Gaussian measure. A problem is (s, t)-weakly tractable for positive s and t if its information complexity is not an exponential function of the sth power of the reciprocal of the accuracy s and the tth power of the number d of variables. We give necessary and sufficient conditions on the (s, t)-weak tractability of the approximation of multivariate Euler and Wiener integrated processes.
Keywords EN
tractability
multivariate problems
information-based complexity
PBN discipline
mathemathics
Journal
Journal of Complexity
Issue
45
Pages from-to
55-66
ISSN
0885-064X
Open access license
Closed access