Asymptotically optimal quantization schemes for Gaussian processes

Abstract : We describe quantization designs which lead to asymptotically and order optimal functional quantizers. Regular variation of the eigenvalues of the covariance operator plays a crucial role to achieve these rates. For the development of a constructive quantization scheme we rely on the knowledge of the eigenvectors of the covariance operator in order to transform the problem into a finite dimensional quantization problem of normal distributions. Furthermore we derive a high-resolution formula for the $L^2$-quantization errors of Riemann-Liouville processes.
Type de document :
Article dans une revue
ESAIM: Probability and Statistics, EDP Sciences, 2010, 14, 93-116 ; http://dx.doi.org/10.1051/ps:2008026. <10.1051/ps:2008026>
Liste complète des métadonnées

https://hal.archives-ouvertes.fr/hal-00258618
Contributeur : Gilles Pagès <>
Soumis le : lundi 25 février 2008 - 18:29:37
Dernière modification le : mardi 11 octobre 2016 - 14:05:05
Document(s) archivé(s) le : jeudi 20 mai 2010 - 19:02:32

Fichiers

main.pdf
Fichiers produits par l'(les) auteur(s)

Identifiants

Collections

PMA | INSMI | UPMC | USPC

Citation

Harald Luschgy, Gilles Pagès, Benedikt Wilbertz. Asymptotically optimal quantization schemes for Gaussian processes. ESAIM: Probability and Statistics, EDP Sciences, 2010, 14, 93-116 ; http://dx.doi.org/10.1051/ps:2008026. <10.1051/ps:2008026>. <hal-00258618>

Partager

Métriques

Consultations de
la notice

160

Téléchargements du document

119