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Average case (s, t)-weak tractability of non-homogeneous tensor product problems

机译:非均匀张量积问题的平均情况(s,t)-易处理性

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摘要

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 t is an element of(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. (C) 2018 Elsevier Inc. All rights reserved.
机译:我们研究平均情况下相对于零均值高斯测度的d变量问题。该高斯测度的协方差核是单变量核的乘积,并满足某些特殊性质。我们研究了在绝对或归一化误差准则下该多元问题的(s,t)-弱可处理性,并为s> 0和t是(0,1)的元素获得了充要条件。我们的结果可以应用于与欧拉和维纳集成过程相对应的协方差内核,Korobov内核和解析式Korobov内核的问题。 (C)2018 Elsevier Inc.保留所有权利。

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