Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

Sharp asymptotics of the functional quantization problem for Gaussian processes

Auteur(s):

Code(s) de Classification MSC:

Résumé: The sharp asymptotics for the $L^2$-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.

Mots Clés: High-resolution quantization ; product quantization ; Shannon entropy ; Gaussian process

Date: 2002-07-17

Prépublication numéro: PMA-752

Pdf file : PMA-752.pdf