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

页码：3403 / 3409

页数：7

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