Asymptotic for the quantization error for a Wiener process with Gaussian starting point
Statistics Theory
2014-10-07 v1 Statistics Theory
Abstract
The asymptotics for quantization error for a Wiener process with Gaussian starting point (GSP-Wiener process) is investigated. Using the classical methodology and some analytical approach a first result is obtained. We provide some further comments on the sharp asymptotic for the quantization error attending to a numerical experiment around the approximate solutions of the eigenvalues related with the covariance operator of the process.
Keywords
Cite
@article{arxiv.1410.1000,
title = {Asymptotic for the quantization error for a Wiener process with Gaussian starting point},
author = {Luis A. Salomón},
journal= {arXiv preprint arXiv:1410.1000},
year = {2014}
}