Functional quantization and small ball probabilities for Gaussian processes
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Publication:1426862
DOI10.1023/B:JOTP.0000012005.32667.9dzbMath1038.60032OpenAlexW2058037496MaRDI QIDQ1426862
Gilles Pagès, Siegfried Graf, Harald Luschgy
Publication date: 15 March 2004
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/b:jotp.0000012005.32667.9d
Gaussian processKolmogorov entropysmall ball probabilityoptimal quantizerasymptotic quantization error
Gaussian processes (60G15) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)
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