Abstract
It is known that one can generate functions distributed according to ${\gamma}$-fold Wiener measure. So we could estimate the average case errors in a similar way as in Monte-Carlo method. Hence we study the basic properties of the generator of random functions. n addition, because the ${\gamma}$-fold Wiener process is truly infinitely dimensional and a computer can only handle finitely dimensional spaces, we study in this paper, the properties of generator for an m-dimensional approximation of the ${\gamma}$-fold Wiener process.
