关键词: Information-based complexity, tractability, Monte Carlo methods, multivariate integration

Abstract:

The authors study the tractability and strong tractability of a multivariate integration problem in the worst case setting for weighted 1-periodic continuous functions spaces of d coordinates with absolutely convergent Fourier series. The authors reduce the initial error by a factor ε for functions from the unit ball of the weighted periodic continuous functions spaces. Tractability is the minimal number of function samples required to solve the problem in polynomial in ε^-1 and d, and the strong tractability is the presence of only a polynomial dependence in ε^-1. This problem has been recently studied for quasi-Monte Carlo quadrature rules, quadrature rules with non-negative coefficients, and rules for which all quadrature weights are arbitrary for weighted Korobov spaces of smooth periodic functions of d variables. The authors show that the tractability and strong tractability of a multivariate integration problem in worst case setting hold for the weighted periodic
continuous functions spaces with absolutely convergent Fourier series under the same assumptions as in Ref.[14] on the weights of the Korobov space for quasi-Monte Carlo rules and rules for which all quadrature weights are non-negative. The arguments are not constructive.

Key words: Information-based complexity, tractability, Monte Carlo methods, multivariate integration