Approximation in probability of tensor product-type random fields of increasing parametric dimension

DOI10.1007/S10958-014-2195-2MaRDI QIDQ906015zbMATH OpenOpenAlexFDO

Authors A. A. Khartov

Publication date 28 January 2016

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-014-2195-2

zbMATH Keywords

\(U\)-distributionGaussian random variablesKarhunen-Loéve expansion

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Gaussian processes (60G15) Random fields (60G60)

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Cites work

• Approximation complexity of tensor product-type random fields with heavy spectrum
• Average-case analysis of numerical problems
• Curse of dimensionality in approximation of random fields
• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
• scientific article; zbMATH DE number 5572573 (Why is no real title available?)
• scientific article; zbMATH DE number 741240 (Why is no real title available?)
• Random Fields and Geometry
• Tractability of multivariate problems. Volume I: Linear information
• Tractability of multivariate problems. Volume II: Standard information for functionals.

Cited in

(8)

• Limiting behavior of largest entry of random tensor constructed by high-dimensional data
• On the history of St. Petersburg school of probability and mathematical statistics. II: Random processes and dependent variables
• Approximation complexity of tensor product-type random fields with heavy spectrum
• An estimate of average case approximation complexity for tensor degrees of random processes
• Curse of dimensionality in approximation of random fields
• Average approximation of tensor product-type random fields of increasing dimension
• Dependence on the Dimension for Complexity of Approximation of Random Fields
• Approximation of Spatio-Temporal Random Processes Using Tensor Decomposition

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