The coding complexity of L\'evy processes
Probability
2009-05-25 v1
Abstract
We investigate the high resolution coding problem for general real-valued L\'evy processes under L^p[0,1]-norm distortion. Tight asymptotic formulas are found under mild regularity assumptions.
Keywords
Cite
@article{arxiv.0707.3040,
title = {The coding complexity of L\'evy processes},
author = {Frank Aurzada and Steffen Dereich},
journal= {arXiv preprint arXiv:0707.3040},
year = {2009}
}
Comments
26 pages