Tractability of multivariate integration in hybrid function spaces

DOI10.1007/978-3-319-33507-0_22MaRDI QIDQ2957048zbMATH OpenOpenAlexFDO

Authors Peter Kritzer, Friedrich Pillichshammer

Publication date 20 January 2017

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1404.3493

zbMATH Keywords

Korobov spacemultivariate integrationquasi-Monte Carloreproducing kernel Hilbert spacestractabilityWalsh space

Mathematics Subject Classification ID

Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22) Monte Carlo methods (65C05)

Abstract: We consider tractability of integration in reproducing kernel Hilbert spaces which are a tensor product of a Walsh space and a Korobov space. The main result provides necessary and sufficient conditions for weak, polynomial and strong polynomial tractability.

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Cited in

(10)

• Tractability of multivariate integration for periodic functions
• Tractability of multivariate integration for weighted Korobov classes
• Open problems for tractability of multivariate integration.
• Tractability of \(\mathbb{L}_2\)-approximation in hybrid function spaces
• Multivariate integration in weighted Hilbert spaces based on Walsh functions and weighted Sobolev spaces
• Tractability of multivariate integration for weighted Korobov spaces: My 15 year partnership with Ian Sloan
• Multivariate integration in the Hilbert space \(H_{W(b), \alpha, \beta, \gamma}\)
• A Taylor space for multivariate integration
• Tractability of infinite-dimensional integration in the worst case and randomized settings
• Tractability of integration in non-periodic and periodic weighted tensor product Hilbert spaces

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