Asymptotic analysis in multivariate average case approximation with Gaussian kernels

نویسندگان

چکیده

We consider tensor product random fields Yd, d∈N, whose covariance functions are Gaussian kernels with a given sequence of length scale parameters. investigate the growth average case approximation complexity nYd(ε) Yd for arbitrary fixed ε∈(0,1) and d→∞. Namely, we find criteria boundedness depending on d nYd(ε)→∞ when d→∞ any ε∈(0,1). In latter obtain necessary sufficient conditions following logarithmic asymptoticsln⁡nYd(ε)=ad+q(ε)bd+o(bd),d→∞, Here q:(0,1)→R is non-decreasing function, (ad)d∈N (bd)d∈N positive such that bd→∞, show only special quantiles self-decomposable distribution appear as q in asymptotics. These general results apply to under particular assumptions

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ژورنال

عنوان ژورنال: Journal of Complexity

سال: 2022

ISSN: ['1090-2708', '0885-064X']

DOI: https://doi.org/10.1016/j.jco.2021.101631