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

small ball probabilitiesHigh-resolution coding

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 991499 (Why is no real title available?)
• scientific article; zbMATH DE number 107482 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• Gaussian processes: Inequalities, small ball probabilities and applications
• On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces
• On the small balls problem for equivalent Gaussian measures
• Sharp asymptotics of the functional quantization problem for Gaussian processes.
• Small ball estimates for Brownian motion and the Brownian sheet
• Small ball probabilities for Gaussian Markov processes under the \(L_p\)-norm.
• Small ball probabilities of fractional Brownian sheets via fractional integration operators
• Small deviations for some multi-parameter Gaussian processes
• Source coding, large deviations, and approximate pattern matching
• The small ball problem for the Brownian sheet

Cited in

(5)

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

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