Approximation Complexity of Additive Random Fields - Archive ouverte HAL Access content directly
Journal Articles Journal of Complexity Year : 2008

Approximation Complexity of Additive Random Fields

Abstract

Let X (t), t ∈ [0, 1]d be an additive random field. We investigate the complexity of finite rank approximation n X (t, ω) ≈ ) ξk (ω)ϕk (t). k=1 The results obtained in asymptotic setting d → ∞, as suggested H.Wo'zniakowski, provide quantitative version of dimension curse phe- nomenon: we show that the number of terms in the series needed to obtain a given relative approximation error depends on d exponentially and find the explosion coefficients.
Fichier principal
Vignette du fichier
final.pdf (289.16 Ko) Télécharger le fichier
Origin : Files produced by the author(s)
Loading...

Dates and versions

hal-00796311 , version 1 (04-03-2013)

Identifiers

  • HAL Id : hal-00796311 , version 1

Cite

Mihail A. Lifshits, Marguerite Zani. Approximation Complexity of Additive Random Fields. Journal of Complexity, 2008, 24 (3), pp.362--379. ⟨hal-00796311⟩
85 View
192 Download

Share

Gmail Facebook Twitter LinkedIn More