High-resolution product quantization for Gaussian processes under sup-norm distortion
نویسندگان
چکیده
منابع مشابه
High-resolution product quantization for Gaussian processes under sup-norm distortion
We derive high-resolution upper bounds for optimal product quantization of pathwise contionuous Gaussian processes respective to the supremum norm on [0, T ]. Moreover, we describe a product quantization design which attains this bound. This is achieved under very general assumptions on random series expansions of the process. It turns out that product quantization is asymptotically only slight...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2007
ISSN: 1350-7265
DOI: 10.3150/07-bej6025