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 -