Elsevier

Journal of Complexity

Volume 20, Issue 6, December 2004, Pages 858-875
Journal of Complexity

Probabilistic and average widths of multivariate Sobolev spaces with mixed derivative equipped with the Gaussian measure

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Abstract

We present sharp bounds on the Kolmogorov probabilistic (N,δ)-width and p-average N-width of multivariate Sobolev space with mixed derivative MW2r(Td),r=(r1,…,rd),1/2<r1=⋯=rν<rν+1⩽⋯⩽rd, equipped with a Gaussian measure μ in Lq(Td), that is dN,δ(MW2r(Td),μ,Lq(Td))≍(N−1lnν−1N)r1+(ρ−1)/2(ln(ν−1)/2N)1+(1/N)ln(1/δ),d(a)N(MW2r(Td),μ,Lq(Td))p≍(N−1lnν−1N)r1+(ρ−1)/2(ln(ν−1)/2N),where 1<q<∞,0<p<∞, and ρ>1 is depending only on the eigenvalues of the correlation operator of the measure μ (see (4)).

MSC

41A46
41A63
42A61
46C99

Keywords

Probabilistic width
Average width
Sobolev space with mixed derivative
Gaussian measure

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Project supported by the Natural Science Foundation of China (Grant 10371009) and Research Fund for the Doctoral Program Higher Education.