Dependence on the Dimension for Complexity of Approximation of Random Fields (in Russian)
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Publication:6235039
arXiv1208.3068MaRDI QIDQ6235039FDOQ6235039
Authors: Nora Serdyukova
Publication date: 15 August 2012
Abstract: In the present paper a behavior of the "average case" approximation complexity for d-parametric random fields of tensor-type is studied. It was shown in [Lifshits and Tulyakova, 2006] that for a given approximation accuracy level the complexity of approximation increases exponentially, as d tends to infinity; that is the curse of dimensionality is observed. In this paper a technique allowing obtaining sharp asymptotic expressions for the approximation complexity is developed and such an expression is obtained.
Random fields (60G60) Multidimensional problems (41A63) Rate of convergence, degree of approximation (41A25)
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