Polynomial convergence order of stochastic Bernstein approximation
Polynomial convergence order of stochastic Bernstein approximation
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DOI:
10.1007/s10444-020-09742-w
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发表时间:
2020-02
影响因子:
1.7
通讯作者:
Zongmin Wu;Xuan Zhou
中科院分区:
文献类型:
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作者:
Zongmin Wu;Xuan Zhou
Recently, authors of Wu et al. (Adv. Comput. Math.38:187-205, 2013) studied a Bernstein polynomial approximation scheme based on stochastic sampling and obtained a sixth-order moment estimate for the underlying random variable in terms of the modulus of continuity. In the current paper, we employ a new technique and establish estimates for all the even-order moments. Our work gives a strong indication that the probabilistic convergence rate of the stochastic Bernstein approximation is exponential with respect to the modulus of continuity, which we leave as a conjecture at the end of the paper.