45 citations · 84 across the 39 of their papers we have counts for
5 papers · 1 filter
Approximation methods for piecewise deterministic Markov processes and their costs
Peter Kritzer, Gunther Leobacher, Michaela Szölgyenyi +1
In this paper, we analyse piecewise deterministic Markov processes, as introduced in Davis (1984). Many models in insurance mathematics can be formulated in terms of the general co…
Truncation in Average and Worst Case Settings for Special Classes of -Variate Functions
Peter Kritzer, Friedrich Pillichshammer, G. W. Wasilkowski
The paper considers truncation errors for functions of the form , i.e., errors of approximating by $f_k(x_1,\dots,x_k)=g(\sum_{j…
Lattice rules with random achieve nearly the optimal error independently of the dimension
Peter Kritzer, Frances Y. Kuo, Dirk Nuyens +1
We analyze a new random algorithm for numerical integration of -variate functions over from a weighted Sobolev space with dominating mixed smoothness and prod…
Tractability of -approximation in hybrid function spaces
Peter Kritzer, Helene Laimer, Friedrich Pillichshammer
We consider multivariate -approximation in reproducing kernel Hilbert spaces which are tensor products of weighted Walsh spaces and weighted Korobov spaces. We study…
Truncation Dimension for Linear Problems on Multivariate Function Spaces
Aicke Hinrichs, Peter Kritzer, Friedrich Pillichshammer +1
The paper considers linear problems on weighted spaces of multivariate functions of many variables. The main questions addressed are: When is it possible to approximate the solutio…