## Approximation and optimization on the Wiener space.(English)Zbl 0718.41046

Let $$f\in C=C[0,1]$$, $$N^*_ n(f)=(f(1/n),...,f(k/n),...,f(1))= y\in {\mathbb{R}}^ n$$, and $$\phi: {\mathbb{R}}^ n\to L_ q[0,1]$$ be a measurable mapping. Choosing $$\tilde f=\phi(y)$$ as an approximation to f causes the individual errors $$\| f-\tilde f\|_ q=(\int^{1}_{0}| f(t)-\tilde f(t)|^ q dt)^{1/q}$$ if $$1\leq q<\infty$$ and $$\| f- \tilde f\|_{\infty}=\max_{0\leq t\leq 1}| f(t)-\tilde f(t)|.$$ Let $$1\leq p<\infty$$ and w be the Wiener measure on the space C. Then the p-average error of $$\phi$$ and $$N^*_ n$$ and the p-average radius of $$N^*_ n$$ are defined by $e_ p(\phi,N^*_ n,L_ q)=(\int_{C} \| f-\phi \cdot N^*_ n(f)\|^ p_ qw(df))^{1/p}$ and $$r_ p(N^*_ n,L_ q)=\inf_{\phi} e_ p(\phi,N^*_ n,L_ q)$$ respectively. Similarly, the p-average error and the p-average radius for the global optimization problem are defined by $e_ p(\phi,N^*_ n,Opt)= (\int_{C} (\max_{\beta\leq t\leq 1}f(t)-f(\phi \cdot N(f)))^ pw(df))^{1/p}$ and $$r_ p(N^*_ n,Opt)=\inf_{\phi}e_ p(\phi,N^*_ n,Opt)$$ respectively, where $$\phi: {\mathbb{R}}^ n\to [0,1]$$ is a measurable mapping. The author mainly proves the following results: (1) The sequence $$\{r_ p(N^*_ n,L_ q)\}$$ is weakly equivalent to the sequence $$\{n^{-\ell}\}$$ in the case $$1\leq q<\infty$$; (2) The sequence $$\{r_ p(N^*_ n,L_{\infty})\}$$ is strongly equivalent to the sequence $$\{(\ell_ nn/2n)^{1/2}\}$$ and (3) The sequence $$\{r_ p(N^*_ n,Opt)\}$$ is weakly equivalent to the sequence $$\{n^{-1/2}\}$$.

### MSC:

 41A65 Abstract approximation theory (approximation in normed linear spaces and other abstract spaces)

### Keywords:

Wiener space; global optimization problem
Full Text:

### References:

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