Functional quantization and metric entropy for Riemann-Liouville processes

Details Functional quantization and metric entropy for Riemann-Liouville processes Functional quantization and metric entropy for Riemann-Liouville processes

2005-02-17

arxiv.org/abs/math/0502375v1

Mathematics

Probability

Scientific paper

We derive a high-resolution formula for the $L^2$-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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