The coding complexity of Lévy processes

DOI10.1007/s10208-008-9035-zzbMath1175.60046arXiv0707.3040OpenAlexW2137104354MaRDI QIDQ1029213

Frank Aurzada, Steffen Dereich

Publication date: 10 July 2009

Published in: Foundations of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0707.3040

zbMATH Keywords

complexityLévy processhigh-resolution quantizationdistortion rate function

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Signal detection and filtering (aspects of stochastic processes) (60G35) Rate of convergence, degree of approximation (41A25) Information theory (general) (94A15)

Related Items (3)

A constructive sharp approach to functional quantization of stochastic processes ⋮ A multilevel Monte Carlo algorithm for Lévy-driven stochastic differential equations ⋮ High resolution quantization and entropy coding of jump processes

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