Sharp asymptotics of the functional quantization problem for Gaussian processes

• 成果类型: Article
• 署名作者: Luschgy, H; Pagès, G
• 署名单位: Universitat Trier; Universite Paris Cite; Centre National de la Recherche Scientifique (CNRS); CNRS - National Institute for Mathematical Sciences (INSMI); Sorbonne Universite
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/009117904000000324
• 发表日期: 2004
• 页码: 1574-1599
• 关键词: small ball probabilities; epsilon-entropy

摘要

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.