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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 L2L^2-quantization errors of Riemann-Liouville processes.

Keywords

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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R2 v1 2026-06-21T10:15:55.339Z