Sharp Rate for the Dual Quantization Problem
From MaRDI portal
Publication:5126597
DOI10.1007/978-3-319-92420-5_11zbMath1452.60040arXiv1012.3441OpenAlexW1934168829MaRDI QIDQ5126597
Benedikt Wilbertz, Gilles Pagès
Publication date: 20 October 2020
Published in: Séminaire de Probabilités XLIX (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1012.3441
Random operators and equations (aspects of stochastic analysis) (60H25) Approximations to statistical distributions (nonasymptotic) (62E17) (L^p)-limit theorems (60F25) Geometric probability and stochastic geometry (60D99)
Related Items (4)
Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options ⋮ Product Markovian quantization of a diffusion process with applications to finance ⋮ Quantization and martingale couplings ⋮ Convex order, quantization and monotone approximations of ARCH models
Cites Work
- Unnamed Item
- Asymptotics of the maximal radius of an \(L^{r}\)-optimal sequence of quantizers
- Limit theorems for random normalized distortion
- Energy contracts management by stochastic programming techniques
- Foundations of quantization for probability distributions
- Functional quantization rate and mean regularity of processes with an application to Lévy processes
- Intrinsic Stationarity for Vector Quantization: Foundation of Dual Quantization
- Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options
- Multidimensional asymptotic quantization theory with<tex>r</tex>th power distortion measures
- Quantization
- Asymptotic quantizing error for unbounded random variables (Corresp.)
This page was built for publication: Sharp Rate for the Dual Quantization Problem