High resolution quantization and entropy coding of jump processes (Q1023401)

The authors study the quantization and entropy coding problem for certain types of jump processes. The analysis of the quantization and entropy coding error started in the 1940s. At that time, research was mainly focused on finite-dimensional signals; a mathematical account of these results is provided in: \textit{S. Graf} and \textit{H. Luschgy}: Foundations of Quantization for Probability Distributions, Lecture Notes in Mathematics, Vol. 1730, Springer, Berlin, Germany 2000. Since about 2000, research goes to infinite-dimensional signals. In the present paper the results are shown to be sharp in several cases. In contrast to the infinite-dimensional settings studied before, there is a qualitative difference in the approximation error introduced by the two complexity constraints.