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On Tractability of Weighted Integration for Certain Banach Spaces of Functions

In: Monte Carlo and Quasi-Monte Carlo Methods 2002

Author

Listed:
  • Fred J. Hickernell

    (Hong Kong Baptist University, Department of Mathematics)

  • Ian H. Sloan

    (School of Mathematics)

  • Grzegorz W. Wasilkowski

    (University of Kentucky, Department of Computer Science)

Abstract

Summary There are a number of results on tractability and strong tractability for the integration problem over bounded domains. However, the majority of them assume functions with dominating mixed partial derivatives bounded in the L 2 norm. Much less is known when the derivatives are bounded in the L 1 norm, and almost nothing when a finite L p norm is assumed for an arbitrary p. The focus of this paper is to extend known tractability results to weighted spaces of functions with the derivatives bounded in L p norms and the norms of the derivatives then combined via weighted L q norms. Moreover, we consider weighted integration with the domain of integration being not necessarily bounded. It turns out that tractability and strong tractability depend only on q for bounded D, whereas they depend on both parameters p and q for unbounded D.

Suggested Citation

  • Fred J. Hickernell & Ian H. Sloan & Grzegorz W. Wasilkowski, 2004. "On Tractability of Weighted Integration for Certain Banach Spaces of Functions," Springer Books, in: Harald Niederreiter (ed.), Monte Carlo and Quasi-Monte Carlo Methods 2002, pages 51-71, Springer.
  • Handle: RePEc:spr:sprchp:978-3-642-18743-8_3
    DOI: 10.1007/978-3-642-18743-8_3
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