Sharp asymptotics of the functional quantization problem for Gaussian processes.
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Abstract: The sharp asymptotics for the L^2-quantization errors of Gaussian measures on a Hilbert space and, in particular, for Gaussian processes is derived. The condition imposed is regular variation of the eigenvalues.
The authors obtain the sharp asymptotic for the \(L^2\)-quantization error of Gaussian measures on a Hilbert space. Numerous examples of applications for Gaussian processes and fields are given. Recent results on quantization are discussed.
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Cited in
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