Approximation of S S Lévy processes in L_p norm
Let \(Y\) be a random variable in a Banach space \(E\) with \({\mathbf E}\| Y\| ^q<\infty\) for some \(q>0\). For \(n=1,2, \ldots\), the number \[ a_n(Y,E,q)=\inf \left ( {\mathbf E}\| Y-T_n(Y)\| ^q \right )^{1/q}, \] where the infimum is taken over all linear operators \(T_n: E\to E\) of rank \(<n\), is called the linear \(n\)-width of \(Y\). If \(N\) is a subspace of \(E\) and \(Q_N\) is a quotient mapping \(E \to E/N\), the quantity \[ d_n(Y,E,q)=\inf \left ( {\mathbf E}\| Q_N(Y)\| ^q \right )^{1/q}, \] with the infimum taken over all \(N\) of dimension \(<n\), is called the Kolmogorov \(n\)-width of \(Y\). Likewise, the quantity \[ r_n(Y,E,q)=\inf \left ( {\mathbf E}\| Y-Y_n)\| ^q \right )^{1/q}, \] where the infimum is taken over all \(Y_n\) with the cardinality of support \(<2^n\), is called the \(n\)th quantization number of \(Y\). In the paper under review, weak asymptotics of \(a_n\), \(d_n\), and \(r_n\) is found in the case when \(E=L_p\) and \(Y\) is the so-called \(S\alpha S\) Lévy motion, with \(0<\alpha <2\), \(0<q<\alpha\), \(1 \leq p < \infty\). This generalizes the known results for Wiener processes (the latter correspond to \(\alpha=2\)).
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