Integration and approximation of multivariate functions: Average case complexity with isotropic wiener measure

G. W. Wasilkowski

Research output: Contribution to journalComment/debate

20 Scopus citations

Abstract

We study the average case complexity of multivariate integration and L2 function approximation for the class F = C([0, 1]d) of continuous functions of d variables. The class F is endowed with the isotropic Wiener measure (Brownian motion in Levy’s sense). Furthermore, for both problems, only function values are used as data.

Original languageEnglish
Pages (from-to)308-314
Number of pages7
JournalBulletin of the American Mathematical Society
Volume28
Issue number2
DOIs
StatePublished - Apr 1993

ASJC Scopus subject areas

  • General Mathematics
  • Applied Mathematics

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