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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.