Quantization for a probability distribution generated by an infinite iterated function system

Abstract

Quantization for probability distributions concerns the best approximation of a $d$-dimensional probability distribution $P$ by a discrete probability with a given number $n$ of supporting points. In this paper, we have considered a probability measure generated by an infinite iterated function system associated with a probability vector on $\mathbb R$. For such a probability measure $P$, an induction formula to determine the optimal sets of $n$-means and the $n$th quantization error for every natural number $n$ is given. In addition, using the induction formula we give some results and observations about the optimal sets of $n$-means for all $n\geq 2$.