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Journal of Approximation Theory 144, 1 (2007) 27-53 ; http://dx.doi.org/10.1016/j.jat.2006.04.006
Optimal quantizers for Radon random vectors in a Banach space
Siegried Graf 1, Harald Luschgy 2, Pagès Gilles 3
(2007)

For every integer n and evrery positive real number r > 0 and a Radon random vector X with values in a Banach space E, let e_{n,r}(X,E) = inf{(E (\min_{a \in \alpha} || X-a ||^r )^{1/r}}, where the infimum is taken over all subsets \alpha of E with card(\alpha) <= n (n-quantizers). We investigate the existence of optimal n-quantizers for this L^r-quantization propblem, derive their stationarity properties and establish for L^p-spaces E the pathwise regularity of stationary quantizers.
1:  Fakultät für Mathematik und Informatik (UNIVERSITÄT PASSAU)
Universität Passau
2:  FB IV-Mathematik
Universität Trier
3:  Laboratoire de Probabilités et Modèles Aléatoires (LPMA)
CNRS : UMR7599 – Université Pierre et Marie Curie [UPMC] - Paris VI – Université Paris VII - Paris Diderot
Mathematics/Probability
Functional quantization – optimal quantizer – stationary quantizer – stochastic process – intersection properties of balls
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