We investigate the Gaussian small ball probabilities with random centers, find their deterministic a.s.-equivalents and establish a relation to infinite-dimensional high-resolution quantization.
Publié le : 2005-07-14
Classification:
High-resolution quantization,
small ball probabilities,
small deviations,
asymptotic equipartition property,
60G35,
46F25,
94A15
@article{1120224585,
author = {Dereich, S. and Lifshits, M. A.},
title = {Probabilities of randomly centered small balls and quantization in Banach spaces},
journal = {Ann. Probab.},
volume = {33},
number = {1},
year = {2005},
pages = { 1397-1421},
language = {en},
url = {http://dml.mathdoc.fr/item/1120224585}
}
Dereich, S.; Lifshits, M. A. Probabilities of randomly centered small balls and quantization in Banach spaces. Ann. Probab., Tome 33 (2005) no. 1, pp. 1397-1421. http://gdmltest.u-ga.fr/item/1120224585/