Asymptotic for the quantization error for a Wiener process with Gaussian starting point

Luis A. Salomón

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arXiv · 1410.1000

Asymptotic for the quantization error for a Wiener process with Gaussian starting point

Luis A. Salomón

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Abstract

The asymptotics for quantization error for a Wiener process with Gaussian starting point (GSP-Wiener process) is investigated. Using the classical methodology and some analytical approach a first result is obtained. We provide some further comments on the sharp asymptotic for the quantization error attending to a numerical experiment around the approximate solutions of the eigenvalues related with the covariance operator of the process.

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Luis A. Salomón. 2014-10-04. Asymptotic for the quantization error for a Wiener process with Gaussian starting point. https://arxiv.org/abs/1410.1000

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