Mathematics – Probability
Scientific paper
2004-10-06
Annals of Probability 2004, Vol. 32, No. 2, 1574-1599
Mathematics
Probability
Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imsta
Scientific paper
10.1214/009117904000000324
The sharp asymptotics for the L^2-quantization errors of Gaussian measures on
a Hilbert space and, in particular, for Gaussian processes is derived.
The condition imposed is regular variation of the eigenvalues.
Luschgy Harald
Pagès Gilles
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