Multivariate Integration and Approximation for Random Fields satisfying Sacks-Ylvisaker Conditions
نویسندگان
چکیده
We present sharp bounds on the minimal errors of linear estimators for multi-variate integration and L 2-approximation. This is done for a random eld whose covariance kernel is a tensor product of one dimensional kernels that satisfy the Sacks-Ylvisaker regularity conditions.
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تاریخ انتشار 1995