New averaging technique for approximating weighted integrals

Authors:
L. Plaskota;G. W. Wasilkowski;Y. Zhao
Affiliations:
Faculty of Mathematics, Informatics, and Mechanics, University of Warsaw, Banacha 2, 02-097 Warsaw, Poland;Department of Computer Science, University of Kentucky, Lexington, KY 40506, USA;Department of Computer Science, University of Kentucky, Lexington, KY 40506, USA
Venue:
Journal of Complexity
Year:
2009

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Abstract

We consider a new averaging technique for studying the complexity of weighted multivariate integration problems. While the standard averaging requires that @!"DK(x,x)@r(x)dx