Functional quantization and small ball probabilities for Gaussian processes

Journal of Theoretical Probability

Volumn 16, Issue 4, 2003, Pages 1047-1062

  Graf, Siegfried ^a   Luschgy, Harald ^b   Pagès, Gilles ^c  

^a UNIVERSITY OF PASSAU   (Germany)

^b UNIVERSITY OF TRIER   (Germany)

^c SORBONNE UNIVERSITÉ   (France)

Author keywords

Asymptotic quantization error; Gaussian process; Komogorov entropy; Optimal quantizer; Small ball probability

Indexed keywords

EID: 3042561207     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1023/B:JOTP.0000012005.32667.9d     Document Type: Article

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