Sharp Rate for the Dual Quantization Problem

DOI10.1007/978-3-319-92420-5_11zbMath1452.60040arXiv1012.3441OpenAlexW1934168829MaRDI QIDQ5126597

Benedikt Wilbertz, Gilles Pagès

Publication date: 20 October 2020

Published in: Séminaire de Probabilités XLIX (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1012.3441

zbMATH Keywords

Delaunay triangulationrandom quantizationZador theoremdual quantizationPierce lemma

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Approximations to statistical distributions (nonasymptotic) (62E17) (L^p)-limit theorems (60F25) Geometric probability and stochastic geometry (60D99)

Related Items (4)

Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options ⋮ Product Markovian quantization of a diffusion process with applications to finance ⋮ Quantization and martingale couplings ⋮ Convex order, quantization and monotone approximations of ARCH models

Cites Work

• Unnamed Item
• Asymptotics of the maximal radius of an \(L^{r}\)-optimal sequence of quantizers
• Limit theorems for random normalized distortion
• Energy contracts management by stochastic programming techniques
• Foundations of quantization for probability distributions
• Functional quantization rate and mean regularity of processes with an application to Lévy processes
• Intrinsic Stationarity for Vector Quantization: Foundation of Dual Quantization
• Optimal Delaunay and Voronoi Quantization Schemes for Pricing American Style Options
• Multidimensional asymptotic quantization theory with<tex>r</tex>th power distortion measures
• Quantization
• Asymptotic quantizing error for unbounded random variables (Corresp.)

This page was built for publication: Sharp Rate for the Dual Quantization Problem