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Operator-Adapted Wavelets, Fast Solvers, and Numerical Homogenization from Part II - The Game Theoretic Approach
Published online by Cambridge University Press: 10 October 2019
The minmax solution of the mixed extension of an optimal recovery game is evaluated in terms of the optimal recovery splines. Furthermore, the latter are given the interpretation of optimal bets in a mixed extension of the game corresponding to elementary components of the values of the measurement functions, giving rise to the interpretation of these optimal recovery splines as elementary bets, or gamblets. The screening effect is described and a rigorous proof of it established using exponential decay properties of the gamblets generated by Dirac delta measurement functions.
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