Article ID Journal Published Year Pages File Type
4608812 Journal of Complexity 2011 31 Pages PDF
Abstract

We show that for functions f∈Lp([0,1]d)f∈Lp([0,1]d), where 1≤p≤∞1≤p≤∞, the family of integrals ∫[0,x]f(t)dt(x=(x1,…,xd)∈[0,1]d) can be approximated by a randomized algorithm uniformly over x∈[0,1]dx∈[0,1]d with the same rate n−1+1/min(p,2)n−1+1/min(p,2) as the optimal rate for a single integral, where nn is the number of samples. We present two algorithms, one being of optimal order, the other up to logarithmic factors. We also prove lower bounds and discuss the dependence of the constants in the error estimates on the dimension.

Related Topics
Physical Sciences and Engineering Mathematics Analysis
Authors
, ,