Marguerite Zani

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Let X(t), t ∈ [0, 1] d be an additive random field. We investigate the complexity of finite rank approximation X(t, ω) ≈ n k=1 ξ k (ω)ϕ k (t). The results obtained in asymptotic setting d → ∞, as suggested H.Wo´zniakowski, provide quantitative version of dimension curse phenomenon: we show that the number of terms in the series needed to obtain a given(More)
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