Sharp asymptotics of the functional quantization problem for Gaussian processes
Probability
2016-09-07 v1
Abstract
The sharp asymptotics for the L^2-quantization errors of Gaussian measures on a Hilbert space and, in particular, for Gaussian processes is derived. The condition imposed is regular variation of the eigenvalues.
Cite
@article{arxiv.math/0410156,
title = {Sharp asymptotics of the functional quantization problem for Gaussian processes},
author = {Harald Luschgy and Gilles Pages},
journal= {arXiv preprint arXiv:math/0410156},
year = {2016}
}
Comments
Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imstat.org/aop/) at http://dx.doi.org/10.1214/009117904000000324