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.References
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Additional Information
- Siegfried Graf
- Affiliation: Fakultät für Mathematik und Informatik, Universität Passau, D-94030 Passau, Germany
- Email: graf@fmi.uni-passau.de
- Harald Luschgy
- Affiliation: FB IV-Mathematik, Universität Trier, D-54286 Trier, Germany
- Email: luschgy@uni-trier.de
- Received by editor(s): December 11, 2003
- Received by editor(s) in revised form: June 14, 2004
- Published electronically: May 2, 2005
- Communicated by: Richard C. Bradley
- © Copyright 2005 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 133 (2005), 3403-3409
- MSC (2000): Primary 60G15, 94A24; Secondary 60B11, 94A34
- DOI: https://doi.org/10.1090/S0002-9939-05-07888-3
- MathSciNet review: 2161166