Sharp asymptotics of the functional quantization problem for Gaussian processes
Harald Luschgy, Gilles Pages
Abstract
The sharp asymptotics for the L2-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.
Create a lesson
Related papers
Almost sure exponential stability of multi-dimensional stochastic systems driven by a symmetric α-stable process
Xuekang Zhang, Hongjian Liu, Guangjun Shen
The Arc Threshold of the Two-Row Ising Torus: Exact Factorization, an Algebraic Critical Coupling, Uniformity in the Circumference, and the Rate of Convergence
Marco Mandap
Markovian Lifts and Multifactor Approximations for Weighted Sub-fractional Brownian Motion
J. H. Ramirez-Gonzalez, Edison Cuba
Rényi mixing bounds for kinetic samplers via L2 hypocoercivity
Jianfeng Lu, Yinchen Luo
Bayesian Filters via the Stochastic Category
Kenichi Bannai, Masahiro Kurisaki
Synchronization of Enriched Spin Glasses
Franziska Engler, Justin Ko