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Bulletin of the American Mathematical Society
ISSN 1088-9485(e) ISSN 0273-0979(p)

     

Integration and approximation of multivariate functions: average case complexity with isotropic Wiener measure

Author(s): G. W. Wasilkowski
Journal: Bull. Amer. Math. Soc. 28 (1993), 308-314.
MathSciNet review: 1184000
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Abstract | References | Additional information

Abstract: We study the average case complexity of multivariate integration and $ {L_{2}}$ 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.

References:

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Additional Information:

DOI: 10.1090/S0273-0979-1993-00379-3
PII: S 0273-0979(1993)00379-3
Copyright of article: Copyright 1993, American Mathematical Society




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