English

Asymptotics of the maximal radius of an $L^r$-optimal sequence of quantizers

Probability 2012-03-20 v2

Abstract

Let PP be a probability distribution on Rd\mathbb{R}^d (equipped with an Euclidean norm |\cdot|). Let r>0 r> 0 and let (αn)n1(\alpha_n)_{n \geq1} be an (asymptotically) Lr(P)L^r(P)-optimal sequence of nn-quantizers. We investigate the asymptotic behavior of the maximal radius sequence induced by the sequence (αn)n1(\alpha_n)_{n \geq1} defined for every n1n \geq1 by ρ(αn)=maxa,aαn\rho(\alpha_n) = \max{|a|, a \in\alpha_n}. When \card(\supp(P))\card(\supp(P)) is infinite, the maximal radius sequence goes to supx,xsupp(P)\sup{|x|, x \in\operatorname{supp}(P)} as nn 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}
}

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31 pages