Asymptotics of the maximal radius of an $L^r$-optimal sequence of quantizers
Probability
2012-03-20 v2
Abstract
Let be a probability distribution on (equipped with an Euclidean norm ). Let and let be an (asymptotically) -optimal sequence of -quantizers. We investigate the asymptotic behavior of the maximal radius sequence induced by the sequence defined for every by . When is infinite, the maximal radius sequence goes to as goes to infinity. We then give the exact rate of convergence for two classes of distributions with unbounded support: distributions with hyper-exponential tails and distributions with polynomial tails. In the one-dimensional setting, a sharp rate and constant are provided for distributions with hyper-exponential tails.
Keywords
Cite
@article{arxiv.0806.0918,
title = {Asymptotics of the maximal radius of an $L^r$-optimal sequence of quantizers},
author = {Gilles Pagès and Abass Sagna},
journal= {arXiv preprint arXiv:0806.0918},
year = {2012}
}
Comments
31 pages