<p><i>We consider a sequence of Gaussian random fields that are growing tensor products of generalized Anderson–Darling processes with a given sequence of main parameters</i> <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10958_2025_7989_Article_IEq1.gif" Format="GIF" Height="20" Rendition="HTML" Resolution="72" Type="Linedraw" Width="52" /> </InlineMediaObject> <EquationSource Format="TEX">\((\mu _j)_{j\in \mathbb {N}}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mrow> <mo stretchy="false">(</mo> <msub> <mi>μ</mi> <mi>j</mi> </msub> <mo stretchy="false">)</mo> </mrow> <mrow> <mi>j</mi> <mo>∈</mo> <mi mathvariant="double-struck">N</mi> </mrow> </msub> </math></EquationSource> </InlineEquation> <i>that characterize a proximity to the Gaussian white noise. The average case approximation complexity for a given d-parametric random field is defined as the minimal number of values of continuous linear functionals that is needed to approximate the field with relative</i> 2<i>-average error not exceeding a given threshold</i>&#xa0;<InlineEquation ID="IEq2"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10958_2025_7989_Article_IEq2.gif" Format="GIF" Height="10" Rendition="HTML" Resolution="72" Type="Linedraw" Width="11" /> </InlineMediaObject> <EquationSource Format="TEX">\(\varepsilon \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>ε</mi> </math></EquationSource> </InlineEquation>. <i>In the paper, we obtain logarithmic asymptotics of the average case approximation complexity for such random fields with fixed</i> <InlineEquation ID="IEq3"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10958_2025_7989_Article_IEq3.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="66" /> </InlineMediaObject> <EquationSource Format="TEX">\(\varepsilon \in (0,1)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>ε</mi> <mo>∈</mo> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> <i>and</i> <InlineEquation ID="IEq4"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10958_2025_7989_Article_IEq4.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="56" /> </InlineMediaObject> <EquationSource Format="TEX">\(d\rightarrow \infty \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>d</mi> <mo stretchy="false">→</mo> <mi>∞</mi> </mrow> </math></EquationSource> </InlineEquation> <i>for the in fact homogeneous case</i> <InlineEquation ID="IEq5"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10958_2025_7989_Article_IEq5.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="55" /> </InlineMediaObject> <EquationSource Format="TEX">\(\mu _j\rightarrow c\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>μ</mi> <mi>j</mi> </msub> <mo stretchy="false">→</mo> <mi>c</mi> </mrow> </math></EquationSource> </InlineEquation>, <InlineEquation ID="IEq6"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10958_2025_7989_Article_IEq6.gif" Format="GIF" Height="17" Rendition="HTML" Resolution="72" Type="Linedraw" Width="57" /> </InlineMediaObject> <EquationSource Format="TEX">\(j\rightarrow \infty \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>j</mi> <mo stretchy="false">→</mo> <mi>∞</mi> </mrow> </math></EquationSource> </InlineEquation>, <i>where</i> <InlineEquation ID="IEq7"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10958_2025_7989_Article_IEq7.gif" Format="GIF" Height="19" Rendition="HTML" Resolution="72" Type="Linedraw" Width="75" /> </InlineMediaObject> <EquationSource Format="TEX">\(c\in (0,\infty )\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>c</mi> <mo>∈</mo> <mo stretchy="false">(</mo> <mn>0</mn> <mo>,</mo> <mi>∞</mi> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> <i>is a constant, and for the case</i> <InlineEquation ID="IEq8"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10958_2025_7989_Article_IEq8.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="65" /> </InlineMediaObject> <EquationSource Format="TEX">\(\mu _j\rightarrow \infty \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>μ</mi> <mi>j</mi> </msub> <mo stretchy="false">→</mo> <mi>∞</mi> </mrow> </math></EquationSource> </InlineEquation>, <InlineEquation ID="IEq9"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="10958_2025_7989_Article_IEq6.gif" Format="GIF" Height="17" Rendition="HTML" Resolution="72" Type="Linedraw" Width="57" /> </InlineMediaObject> <EquationSource Format="TEX">\(j\rightarrow \infty \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>j</mi> <mo stretchy="false">→</mo> <mi>∞</mi> </mrow> </math></EquationSource> </InlineEquation>, <i>that is rather nonstandard for the practice of similar approximation problems. Bibliography:</i> 18 <i>titles</i>.</p>

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APPROXIMATION OF MULTIPARAMETRIC ANDERSON–DARLING PROCESSES

  • A. A. Khartov

摘要

We consider a sequence of Gaussian random fields that are growing tensor products of generalized Anderson–Darling processes with a given sequence of main parameters \((\mu _j)_{j\in \mathbb {N}}\) ( μ j ) j N that characterize a proximity to the Gaussian white noise. The average case approximation complexity for a given d-parametric random field is defined as the minimal number of values of continuous linear functionals that is needed to approximate the field with relative 2-average error not exceeding a given threshold  \(\varepsilon \) ε . In the paper, we obtain logarithmic asymptotics of the average case approximation complexity for such random fields with fixed \(\varepsilon \in (0,1)\) ε ( 0 , 1 ) and \(d\rightarrow \infty \) d for the in fact homogeneous case \(\mu _j\rightarrow c\) μ j c , \(j\rightarrow \infty \) j , where \(c\in (0,\infty )\) c ( 0 , ) is a constant, and for the case \(\mu _j\rightarrow \infty \) μ j , \(j\rightarrow \infty \) j , that is rather nonstandard for the practice of similar approximation problems. Bibliography: 18 titles.