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Least upper bound of the exact formula for optimal quantization of some uniform Cantor distributions

Dynamical Systems 2019-06-17 v6

Abstract

The quantization scheme in probability theory deals with finding a best approximation of a given probability distribution by a probability distribution that is supported on finitely many points. Let PP be a Borel probability measure on R\mathbb R such that P=12PS11+12PS21,P=\frac 12 P\circ S_1^{-1}+\frac 12 P\circ S_2^{-1}, where S1S_1 and S2S_2 are two contractive similarity mappings given by S1(x)=rxS_1(x)=rx and S2(x)=rx+1rS_2(x)=rx+1-r for 0<r<120<r<\frac 12 and xRx\in \mathbb R. Then, PP is supported on the Cantor set generated by S1S_1 and S2S_2. The case r=13r=\frac 13 was treated by Graf and Luschgy who gave an exact formula for the unique optimal quantization of the Cantor distribution PP (Math. Nachr., 183 (1997), 113-133). In this paper, we compute the precise range of rr-values to which Graf-Luschgy formula extends.

Keywords

Cite

@article{arxiv.1606.04134,
  title  = {Least upper bound of the exact formula for optimal quantization of some uniform Cantor distributions},
  author = {Mrinal Kanti Roychowdhury},
  journal= {arXiv preprint arXiv:1606.04134},
  year   = {2019}
}

Comments

arXiv admin overlap: text overlap with arXiv:1605.09701