Asymptotics of the maximal radius of an $L^r$-optimal sequence of quantizers

Details Asymptotics of the maximal radius of an $L^r$-optimal sequence of quantizers Asymptotics of the maximal radius of an $L^r$-optimal sequence of quantizers

2008-06-05

arxiv.org/abs/0806.0918v2

Bernoulli 18, 1 (2012) 360-389

Mathematics

Probability

31 pages

Scientific paper

10.3150/10-BEJ333

Let $P$ be a probability distribution on $\mathbb{R}^d$ (equipped with an Euclidean norm $|\cdot|$). Let $ r> 0 $ and let $(\alpha_n)_{n \geq1}$ be an (asymptotically) $L^r(P)$-optimal sequence of $n$-quantizers. We investigate the asymptotic behavior of the maximal radius sequence induced by the sequence $(\alpha_n)_{n \geq1}$ defined for every $n \geq1$ by $\rho(\alpha_n) = \max{|a|, a \in\alpha_n}$. When $\card(\supp(P))$ is infinite, the maximal radius sequence goes to $\sup{|x|, x \in\operatorname{supp}(P)}$ as $n$ goes to infinity. We then give the exact rate of convergence for two classes of distributions with unbounded support: distributions with hyper-exponential tails and distributions with polynomial tails. In the one-dimensional setting, a sharp rate and constant are provided for distributions with hyper-exponential tails.

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