Probabilistic setting of information-based complexity
Journal of Complexity
Information-based complexity
On the average complexity of multivariate problems
Journal of Complexity
s-numbers in information-based complexity
Journal of Complexity
Approximation and optimization on the Wiener space
Journal of Complexity
Lower bounds for the complexity of Monte Carlo function approximation
Journal of Complexity
Average case complexity of multivariate integration for smooth functions
Journal of Complexity
Average case complexity of linear multivariate problems II: applications
Journal of Complexity
Linear widths of function spaces equipped with the Gaussian measure
Journal of Approximation Theory
Probabilistic and average linear widths in L∞ -norm with respect to r-fold Wiener measure
Journal of Approximation Theory
Probabilistic and average linear widths of Sobolev space with Gaussian measure
Journal of Complexity
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We determine the asymptotic values on the linear probabilistic (N,δ)-widths and linear p-average N-widths of the space of multivariate functions with bounded mixed derivative MW2r(Td), r = (r1 ..... rd), 1/2 r1=...=rvrv+1≤ ... ≤rd equipped with a Gaussian measure µ in Lq (Td). That is, the following asymptotic equivalences hold: (1) If 1q≤2, then λN,δ(MW2r(Td),µ, Lq(Td)) = (N-1 lnv-1N)r1+(ρ-1)/2(ln(v-1)/2N) × √1+(1/N)ln(1/δ). (2) If 1 q N(a)(MW2r(Td),µ, Lq(Td)) = (N-1 lnv-1N)r1+(ρ-1/2)(ln(v-1)/2N). Here 0 1 depends only on the eigenvalues of the correlation operator of the measure µ (see (4)).If the dimension d ≥ 2, then the asymptotic exact order of probabilistic linear widths of MWr2(Td with the Gaussian measure µ in the Lq(Td) space for the cases q = 1, 2 q ≤ ∞ and the average linear widths λN(a) (MWr2(Td), µ, Lq(Td)) for the case q = 1 and q = ∞ are still open.