We study the average case setting for linear multivariate problems defined over a separable Banach space of functions f of d variables. The Banach space is equipped with a Gaussian measure. We approximate linear multivariate problems by computing finitely many information evaluations. An information evaluation is defined as an evaluation of a continuous linear functional from a given class A. We consider two classes of information evaluations; the first class A all consists of all continuous linear functionals, and the second class Astd consists of function evaluations. © 2008 Springer-Verlag Berlin Heidelberg.
CITATION STYLE
Hickernell, F., Wasilkowski, G., & Wózniakowski, H. (2008). Tractability of linear multivariate problems in the average case setting. In Monte Carlo and Quasi-Monte Carlo Methods 2006 (pp. 461–493). Springer Verlag. https://doi.org/10.1007/978-3-540-74496-2_27
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