Least upper bound of the exact formula for optimal quantization of some uniform Cantor distributions

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Publication:1661185




Abstract: The quantization scheme in probability theory deals with finding a best approximation of a given probability distribution by a probability distribution that is supported on finitely many points. Let P be a Borel probability measure on mathbbR such that P=frac12PcircS11+frac12PcircS21, where S1 and S2 are two contractive similarity mappings given by S1(x)=rx and S2(x)=rx+1r for 0<r<frac12 and xinmathbbR. Then, P is supported on the Cantor set generated by S1 and S2. The case r=frac13 was treated by Graf and Luschgy who gave an exact formula for the unique optimal quantization of the Cantor distribution P (Math. Nachr., 183 (1997), 113-133). In this paper, we compute the precise range of r-values to which Graf-Luschgy formula extends.









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