Approximation complexity of tensor product-type random fields with heavy spectrum (Q2439845): Difference between revisions
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Latest revision as of 09:33, 30 July 2024
scientific article
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English | Approximation complexity of tensor product-type random fields with heavy spectrum |
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Approximation complexity of tensor product-type random fields with heavy spectrum (English)
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17 March 2014
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A sequence \(X_d(t)\) of Gaussian tensor product-type random fields is considered, where \(X_d(t)\) contains independent standard Gaussian random variables and all eigenvalues and eigenfunctions of the covariance operator of the process \(X_1\). Here, \(t\in [0,1]^d\) and \(d\in\mathbb{N}\). For each \(d\in\mathbb{N}\), the sample paths of \(X_d\) almost surely belong to \(L_2([0,1]^d)\) with norm \(\|.\|_{2,d}\). Furthermore, the so-called eigenpairs of the covariance operator of \(X_d\) are considered. Finally, the random fields \(X_d\) are approximated by the finite sums \(X^{(n)}_d\) corresponding to the \(n\) maximal eigenvalues of the covariance operator of \(X_d\). The main results contain investigations on the logarithmic asymptotics of the average approximation complexity and of the probabilistic approximation complexity as the parametric dimension \(d\to\infty\).
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Gaussian tensor product-type random fields
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average approximation complexity
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probabilistic approximation complexity
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logarithmic asymptotics
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eigenvalues
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eigenvectors
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covariance operator
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