Integration and approximation of multivariate functions: average case complexity with isotropic Wiener measure

DOI10.1090/S0273-0979-1993-00379-3MaRDI QIDQ4695332zbMATH OpenOpenAlexFDO

Authors Grzegorz W. Wasilkowski

Publication date 21 July 1993

Published in Bulletin of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/9304216

zbMATH Keywords

isotropic Wiener measuremultivariate integration

Mathematics Subject Classification ID

Best approximation, Chebyshev systems (41A50) Approximate quadratures (41A55) Multidimensional problems (41A63) Algorithms for approximation of functions (65D15) Numerical integration (65D30)

Abstract: 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.

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Cited in

(23)

• New averaging technique for approximating weighted integrals
• Average case complexity of linear multivariate problems. I: Theory
• Average case complexity of linear multivariate problems. II: Applications
• Average case complexity of multivariate integration for smooth functions
• Integration and approximation of multivariate functions: Average case complexity with isotropic Wiener measure
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• Average case complexity of multivariate integration and function approximation. An Overview
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