Approximation complexity of additive random fields (Q933416)

Let \(X(t,\omega)\) be an addititve random field \((t,\omega) \in [0,1]^d \times \Omega.\) The authors investigate the complexity of a finite rank approximation \[ X(t,\omega) \approx \sum_{k=1}^n {\xi}_k (\omega) {\varphi}_k(t). \] The results are obtained in the asymptotic setting \(d \rightarrow \infty\) as suggested by \textit{H. Woźniakowski} [J. Complexity 10, No.~1, 96--128 (1994; Zbl 0789.62050); Approximation and probability. Banach Center Publications 72, 407--427 (2006; Zbl 1106.65022)]. The authors provide a quantitative version of the curse of dimensionality: they show that the number of terms in the series needed to obtain a given relative approximation error depends exponentially on \(d\). This dependence is of the form \(V^d\), and the explosion coefficient \(V\) is calculated.