TY - GEN

T1 - Tractability of linear multivariate problems in the average case setting

AU - Hickernell, Fred

AU - Wasilkowski, Greg

AU - Wózniakowski, Henryk

PY - 2008

Y1 - 2008

N2 - We study the average case setting for linear multivariate problems defined over a separable Banach space of functions f of d variables. The Banach space is equipped with a Gaussian measure. We approximate linear multivariate problems by computing finitely many information evaluations. An information evaluation is defined as an evaluation of a continuous linear functional from a given class A. We consider two classes of information evaluations; the first class A all consists of all continuous linear functionals, and the second class Astd consists of function evaluations.

AB - We study the average case setting for linear multivariate problems defined over a separable Banach space of functions f of d variables. The Banach space is equipped with a Gaussian measure. We approximate linear multivariate problems by computing finitely many information evaluations. An information evaluation is defined as an evaluation of a continuous linear functional from a given class A. We consider two classes of information evaluations; the first class A all consists of all continuous linear functionals, and the second class Astd consists of function evaluations.

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U2 - 10.1007/978-3-540-74496-2_27

DO - 10.1007/978-3-540-74496-2_27

M3 - Conference contribution

AN - SCOPUS:84892358152

SN - 9783540744955

T3 - Monte Carlo and Quasi-Monte Carlo Methods 2006

SP - 461

EP - 493

BT - Monte Carlo and Quasi-Monte Carlo Methods 2006

T2 - 7th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, MCQMC 2006

Y2 - 14 August 2006 through 18 August 2006

ER -