<p>We study the integration problem for the generalized Hölder class <InlineEquation ID="IEq1"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="12190_2025_2380_Article_IEq1.gif" Format="GIF" Height="21" Rendition="HTML" Resolution="72" Type="Linedraw" Width="101" /> </InlineMediaObject> <EquationSource Format="TEX">\(B(H_{\Omega }^{k}([0,1]^{d}))\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>B</mi> <mo stretchy="false">(</mo> <msubsup> <mi>H</mi> <mrow> <mi mathvariant="normal">Ω</mi> </mrow> <mi>k</mi> </msubsup> <mrow> <mo stretchy="false">(</mo> <msup> <mrow> <mo stretchy="false">[</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">]</mo> </mrow> <mi>d</mi> </msup> <mo stretchy="false">)</mo> </mrow> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation>, which is determined by a generalized modulus of smoothness <InlineEquation ID="IEq2"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="12190_2025_2380_Article_IEq2.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="13" /> </InlineMediaObject> <EquationSource Format="TEX">\(\Omega \)</EquationSource> <EquationSource Format="MATHML"><math> <mi mathvariant="normal">Ω</mi> </math></EquationSource> </InlineEquation>, in the restricted Monte Carlo setting. We obtain the exact order of the minimal randomized error for this class by using <i>n</i> function values. Moreover, we derive the exact order <InlineEquation ID="IEq3"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="12190_2025_2380_Article_IEq3.gif" Format="GIF" Height="18" Rendition="HTML" Resolution="72" Type="Linedraw" Width="55" /> </InlineMediaObject> <EquationSource Format="TEX">\(d\log _{2}n\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>d</mi> <msub> <mo>log</mo> <mn>2</mn> </msub> <mi>n</mi> </mrow> </math></EquationSource> </InlineEquation> of the minimal number of the random bits, achieving this error. We apply our general results to some important cases. In particular, we discuss the case <InlineEquation ID="IEq4"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="12190_2025_2380_Article_IEq4.gif" Format="GIF" Height="26" Rendition="HTML" Resolution="72" Type="Linedraw" Width="173" /> </InlineMediaObject> <EquationSource Format="TEX">\(\Omega (t)=t^{a}\left( \log _{2}\left( 2+\frac{1}{t}\right) \right) ^{b}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi mathvariant="normal">Ω</mi> <mrow> <mo stretchy="false">(</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mrow> <mo>=</mo> <msup> <mi>t</mi> <mi>a</mi> </msup> <msup> <mfenced close=")" open="("> <msub> <mo>log</mo> <mn>2</mn> </msub> <mfenced close=")" open="("> <mn>2</mn> <mo>+</mo> <mfrac> <mn>1</mn> <mi>t</mi> </mfrac> </mfenced> </mfenced> <mi>b</mi> </msup> </mrow> </math></EquationSource> </InlineEquation> with <InlineEquation ID="IEq5"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="12190_2025_2380_Article_IEq5.gif" Format="GIF" Height="14" Rendition="HTML" Resolution="72" Type="Linedraw" Width="76" /> </InlineMediaObject> <EquationSource Format="TEX">\(0&lt;a&lt;k\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mn>0</mn> <mo>&lt;</mo> <mi>a</mi> <mo>&lt;</mo> <mi>k</mi> </mrow> </math></EquationSource> </InlineEquation> and <InlineEquation ID="IEq6"> <InlineMediaObject> <ImageObject Color="BlackWhite" FileRef="12190_2025_2380_Article_IEq6.gif" Format="GIF" Height="15" Rendition="HTML" Resolution="72" Type="Linedraw" Width="40" /> </InlineMediaObject> <EquationSource Format="TEX">\(b\in \mathbb {R}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>b</mi> <mo>∈</mo> <mi mathvariant="double-struck">R</mi> </mrow> </math></EquationSource> </InlineEquation> and obtain the corresponding error and complexity of the restricted Monte Carlo method.</p>

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Optimal restricted Monte Carlo integration on generalized Hölder classes

  • Wan Li,
  • Man Lu,
  • Peixin Ye

摘要

We study the integration problem for the generalized Hölder class \(B(H_{\Omega }^{k}([0,1]^{d}))\) B ( H Ω k ( [ 0 , 1 ] d ) ) , which is determined by a generalized modulus of smoothness \(\Omega \) Ω , in the restricted Monte Carlo setting. We obtain the exact order of the minimal randomized error for this class by using n function values. Moreover, we derive the exact order \(d\log _{2}n\) d log 2 n of the minimal number of the random bits, achieving this error. We apply our general results to some important cases. In particular, we discuss the case \(\Omega (t)=t^{a}\left( \log _{2}\left( 2+\frac{1}{t}\right) \right) ^{b}\) Ω ( t ) = t a log 2 2 + 1 t b with \(0<a<k\) 0 < a < k and \(b\in \mathbb {R}\) b R and obtain the corresponding error and complexity of the restricted Monte Carlo method.