Average CaseLโ-Approximation in the Pres
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Leszek Plaskota
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Article
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1998
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Elsevier Science
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English
โ 266 KB
We consider the average case L -approximation of functions from C r ([0, 1]) with respect to the r-fold Wiener measure. An approximation is based on n function evaluations in the presence of Gaussian noise with variance \_ 2 >0. We show that the n th minimal average error is of order n &(2r+1)ร(4r+4