Disintegration of Gaussian measures and average-case optimal algorithms

DOI10.1016/J.JCO.2007.04.005MaRDI QIDQ2465308zbMATH OpenOpenAlexFDO

Authors V. Tarieladze, Nicholas Vakhania

Publication date 9 January 2008

Published in Journal of Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jco.2007.04.005

average-case optimal algorithms Banach space disintegration Gaussian measure

Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65) Equations and inequalities involving linear operators, with vector unknowns (47A50)

Review text

The paper deals with the problem of the existence of a disintegration of a given probability measure relative to a measurable mapping and its use for the study of average-case optimal algorithms. Precisely, the authors study disintegration of measures in Banach spaces with respect to continuous linear operators. The main result is the following. Let \(X\), \(Y\) be separable Banach spaces, \(B(X)\) the Borel \(\sigma\)-algebra of \(X\), \(\mu\) a Gaussian measure in \(X\) and \(\eta: X\to Y\) a continuous linear operator. Then there exists a disintegration \(q: B(X)\times Y\to [0,1]\) of \(\mu\) with respect to \(\eta\) and, moreover, the measures \(q(\cdot, y)\), \(y\in Y\) are Gaussian. The authors also show that, by using this result, it is possible to prove the existence and to find an explicit form of average-case optimal algorithms.

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