Constructive quadratic functional quantization and critical dimension

DOI10.1214/EJP.V19-3010MaRDI QIDQ2248617zbMATH OpenFDO

Authors Harald Luschgy, Gilles Pagès

Publication date 27 June 2014

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/EJP.V19-3010

zbMATH Keywords

asymptotically optimal quantizerGaussian processKarhunen-Loève expansionoptimal quantizerquadratic functional quantizationShannon entropy

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Gaussian processes (60G15)

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Cited in

(8)

• Quantization dimension via quantization numbers
• Sharp asymptotics of the functional quantization problem for Gaussian processes.
• Quantified functional analysis: recapturing the dual unit ball
• The Hessian of quantized Ding functionals and its asymptotic behavior
• Functional quantization rate and mean regularity of processes with an application to Lévy processes
• High-resolution product quantization for Gaussian processes under sup-norm distortion
• Optimal quadratic quantization for numerics: the Gaussian case
• Dimensional characterization in finite quasi-analysis

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