Functional quantization and metric entropy for Riemann-Liouville processes
Probability
2016-08-16 v1
Abstract
We derive a high-resolution formula for the -quantization errors of Riemann-Liouville processes and the sharp Kolmogorov entropy asymptotics for related Sobolev balls. We describe a quantization procedure which leads to asymptotically optimal functional quantizers. Regular variation of the eigenvalues of the covariance operator plays a crucial role.
Cite
@article{arxiv.math/0502375,
title = {Functional quantization and metric entropy for Riemann-Liouville processes},
author = {Harald Luschgy and Gilles Pagès},
journal= {arXiv preprint arXiv:math/0502375},
year = {2016}
}