Sharp asymptotics of the functional quantization problem for Gaussian processes

Mathematics – Probability

Scientific paper

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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.

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