Functional quantization of Gaussian processes

DOI10.1016/S0022-1236(02)00010-1zbMath1027.60015MaRDI QIDQ1865334

Gilles Pagès, Harald Luschgy

Publication date: 26 March 2003

Published in: Journal of Functional Analysis (Search for Journal in Brave)

zbMATH Keywords

fractional Brownian motionGaussian processstationary processesShannon-Kolmogorov entropyquantization of probability distribution

Mathematics Subject Classification ID

Gaussian processes (60G15) Distribution theory (60E99) Coding theorems (Shannon theory) (94A24) Rate-distortion theory in information and communication theory (94A34)

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Cites Work

• The strong law of large numbers for k-means and best possible nets of Banach valued random variables
• A space quantization method for numerical integration
• On the Bernstein-von Mises theorem with infinite-dimensional parameters
• Asymptotics of the quantization errors for self-similar probabilities
• Principal points and self-consistent points of elliptical distributions
• Foundations of quantization for probability distributions
• Asymptotic behavior of the eigenvalues of certain integral equations. II
• Error analysis of the optimal quantization algorithm for obstacle problems.
• A stochastic quantization method for nonlinear problems
• The Quantization Dimension of Self–Similar Probabilities
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