Asymptotically optimal quantization schemes for Gaussian processes
Probability
2013-04-03 v1
Abstract
We describe quantization designs which lead to asymptotically and order optimal functional quantizers. Regular variation of the eigenvalues of the covariance operator plays a crucial role to achieve these rates. For the development of a constructive quantization scheme we rely on the knowledge of the eigenvectors of the covariance operator in order to transform the problem into a finite dimensional quantization problem of normal distributions. Furthermore we derive a high-resolution formula for the -quantization errors of Riemann-Liouville processes.
Cite
@article{arxiv.0802.3761,
title = {Asymptotically optimal quantization schemes for Gaussian processes},
author = {Harald Luschgy and Gilles Pagès and Benedikt Wilbertz},
journal= {arXiv preprint arXiv:0802.3761},
year = {2013}
}
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