Abstract

We study (s,t)-weak tractability of function approximation in the average case setting with respect to a zero-mean Gaussian measure. A problem is (s,t)-weakly tractable for positive s and t if its information complexity is not an exponential function of the sth power of the reciprocal of the accuracy ε and the tth power of the number d of variables. We give necessary and sufficient conditions on the (s,t)-weak tractability of the approximation of multivariate Euler and Wiener integrated processes.

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