Average complexity for linear operators over bounded domains
The worst case and average complexities for approximation of linear operators whose domain is a ball of finite radius q are compared. One proves that the average complexities even for the modest q and for \(q=+\infty\) are closely related. The average complexity for normalized and relative errors is also analyzed. The paper is illustrated by integration of functions of one variable and by approximation of functions of d variables which are equipped with a Wiener measure. See also the papers of \textit{D. Lee} and \textit{G. W. Wasilkowski} [ibid. 2, 12-43 (1986; Zbl 0602.65036)] and \textit{G. W. Wasilkowski} [ibid. 2, 204- 228 (1986; Zbl 0615.94004)].
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- Approximation of linear functionals on a Banach space with a Gaussian measure
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- Gaussian measures in Banach spaces
- Gaussian radon measures on locally convex spaces.
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- Information of varying cardinality
- On the average complexity of multivariate problems
- Probabilistic setting of information-based complexity
- The Brunn-Minkowski inequality in Gauss space
- Complexity of approximation with relative error criterion in worst, average, and probabilistic settings
- Randomization for continuous problems
- Testing linear operators -- an average case study
- Average approximations and moments of measures
- Algorithms and complexity for functions on general domains
- Perspectives on information-based complexity
- Mixed settings for linear problems
- Probabilistic complexity analysis for linear problems in bounded domains
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