Entropy-constrained functional quantization of Gaussian processes

Graf, Siegfried; Luschgy, Harald

doi:10.1090/S0002-9939-05-07888-3

Entropy-constrained functional quantization of Gaussian processes
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by Siegfried Graf and Harald Luschgy PDF

Proc. Amer. Math. Soc. 133 (2005), 3403-3409 Request permission

Abstract:

The sharp asymptotics for the entropy-constrained $L^2$-quantiza- tion 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 of the covariance operator.

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