Widths of Sets Related to Levy Process
Authors: Uskov K.V. | Published: 29.04.2014 |
Published in issue: #2(11)/2003 | |
DOI: | |
Category: Mathematics and Mechanics | |
Keywords: |
For any natural m a weak asymptotic behaviour has been found of Kolmogorov widths of the set φ(Km) where p - a Levy process defined in Rm space (m-parametric Brownian motion), Km = [0,1]m - a unit cube in Rm. An exact value problem for widths of the set p(K1) has been considered and reduced to the investigation of the second-order nonlinear differential equations system (Wiener spiral). An algorithm is offered for calculation of approximated values of the Wiener spiral widths.