Entropy-constrained functional quantization of Gaussian processes

被引：2
|
作者：
Graf, S [1 ]
Luschgy, H
机构：
[1] Univ Passau, Fak Math & Informat, D-94030 Passau, Germany
[2] Univ Trier, FB Math 4, D-54286 Trier, Germany
来源：
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY | 2005年 / 133卷 / 11期
关键词：
functional quantization; Gaussian process; entropy; distortion rate function;
D O I：
10.1090/S0002-9939-05-07888-3
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
The sharp asymptotics for the entropy-constrained L-2-quantization 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.
引用
收藏
页码：3403 / 3409
页数：7
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