当前位置:
X-MOL 学术
›
J. Complex.
›
论文详情
Our official English website, www.x-mol.net, welcomes your
feedback! (Note: you will need to create a separate account there.)
Approximation complexity of sums of random processes
Journal of Complexity ( IF 1.8 ) Pub Date : 2019-02-28 , DOI: 10.1016/j.jco.2019.02.002 A.A. Khartov , M. Zani
中文翻译:
随机过程之和的近似复杂度
更新日期:2019-02-28
Journal of Complexity ( IF 1.8 ) Pub Date : 2019-02-28 , DOI: 10.1016/j.jco.2019.02.002 A.A. Khartov , M. Zani
We study approximation properties of additive random fields , , which are sums of uncorrelated zero-mean random processes with continuous covariance functions. The average case approximation complexity is defined as the minimal number of evaluations of arbitrary linear functionals needed to approximate , with relative 2-average error not exceeding a given threshold . We investigate the growth of for arbitrary fixed and . The results are applied to the sums of the Wiener processes with different variance parameters.
中文翻译:
随机过程之和的近似复杂度
我们研究加法随机场的近似性质 , ,是 具有连续协方差函数的不相关零均值随机过程。平均案例近似复杂度 定义为近似值所需的任意线性泛函的最小求值数 ,相对2平均误差不超过给定阈值 。我们调查了 对于任意固定 和 。将结果应用于具有不同方差参数的维纳过程的总和。