Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10224114 | Journal of Complexity | 2018 | 19 Pages |
Abstract
We study d-variate problems in the average case setting with respect to a zero-mean Gaussian measure. The covariance kernel of this Gaussian measure is a product of univariate kernels and satisfies some special properties. We study (s,t)-weak tractability of this multivariate problem under the absolute or normalized error criterion, and obtain a necessary and sufficient condition for s>0 and tâ(0,1). Our result can apply to the problems with covariance kernels corresponding to Euler and Wiener integrated processes, Korobov kernels, and analytic Korobov kernels.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Jia Chen, Heping Wang, Jie Zhang,