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arXiv · 0707.3040

The coding complexity of Lévy processes

Frank Aurzada·Steffen Dereich
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Abstract

We investigate the high resolution coding problem for general real-valued Lévy processes under L^p[0,1]-norm distortion. Tight asymptotic formulas are found under mild regularity assumptions.

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Frank Aurzada, Steffen Dereich. 2007-07-20. The coding complexity of Lévy processes. https://doi.org/10.1007/s10208-008-9035-z

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