Asymptotic behavior of the distortion-rate function for Gaussian processes in Banach spaces

DOI10.1016/J.BULSCI.2005.04.001MaRDI QIDQ817233zbMATH OpenOpenAlexFDO

Authors Steffen Dereich

Publication date 8 March 2006

Published in Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.bulsci.2005.04.001

zbMATH Keywords

High-resolution codingsmall ball probabilities

Mathematics Subject Classification ID

Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Gaussian processes (60G15)

Review text

Let \(\mu\) be a Gaussian measure on a separable Banach space. The author proves that the logarithmic small ball probabilities of \(\mu\) are tightly related to some moment generating functions. Based upon this link a new lower bound for the distortion-rate function against the small ball function is derived. This allows to use results of the theory of small ball probabilities to deduce lower bounds for the distortion-rate function. As application one gets several sharp weak asymptotics for this rate function.

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Cites work

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Cited in

(5)

• Functional quantization rate and mean regularity of processes with an application to Lévy processes
• Brownian motion simulation: a quantization approach
• Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\)
• High resolution coding of stochastic processes and small ball probabilities
• The coding complexity of diffusion processes under supremum norm distortion

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