Integration and Approximation of Multivariate Functions: Average Case Complexity with Isotropic Wiener Measure
نویسنده
چکیده
We study the average case complexity of multivariate integration and L2 function approximation for the class F = C([0, 1]) 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.
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