Sharp asymptotics of the functional quantization problem for Gaussian processes
Luschgy, Harald ; Pagès, Gilles
Ann. Probab., Tome 32 (2004) no. 1A, p. 1574-1599 / Harvested from Project Euclid
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The sharp asymptotics for the L2-quantization errors of Gaussian measures on a Hilbert space and, in particular, for Gaussian processes is derived. The condition imposed is regular variation of the eigenvalues.
Publié le : 2004-04-14
Classification:  High-resolution quantization,  product quantization,  Shannon entropy,  Gaussian process,  60E99,  60G15,  94A24,  94A34 
@article{1084884863,
     author = {Luschgy, Harald and Pag\`es, Gilles},
     title = {Sharp asymptotics of the functional quantization problem for Gaussian processes},
     journal = {Ann. Probab.},
     volume = {32},
     number = {1A},
     year = {2004},
     pages = { 1574-1599},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1084884863}
}

Luschgy, Harald; Pagès, Gilles. Sharp asymptotics of the functional quantization problem for Gaussian processes. Ann. Probab., Tome 32 (2004) no. 1A, pp.  1574-1599. http://gdmltest.u-ga.fr/item/1084884863/