High-resolution quantization and entropy coding for fractional Brownian motion
概率论
2007-05-23 v1
摘要
We derive a high-resolution formula for the quantization and entropy coding approximation quantities for fractional Brownian motion, respective to the supremum norm and L^p[0,1]-norm distortions. We show that all moments in the quantization problem lead to the same asymptotics. Using a general principle, we conclude that entropy coding and quantization coincide asymptotically. Under supremum-norm distortion, our proof uses an explicit construction of efficient codebooks based on a particular entropy constrained coding scheme. This procedure can be used to construct close to optimal high resolution quantizers.
引用
@article{arxiv.math/0504480,
title = {High-resolution quantization and entropy coding for fractional Brownian motion},
author = {Steffen Dereich and Michael Scheutzow},
journal= {arXiv preprint arXiv:math/0504480},
year = {2007}
}
备注
25 pages