Functional quantization and metric entropy for Riemann-Liouville processes
Abstract
We derive a high-resolution formula for the L2-quantization errors of Riemann-Liouville processes and the sharp Kolmogorov entropy asymptotics for related Sobolev balls. We describe a quantization procedure which leads to asymptotically optimal functional quantizers. Regular variation of the eigenvalues of the covariance operator plays a crucial role.
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