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Sharp asymptotics of the functional quantization problem for Gaussian processes

Harald Luschgy·Gilles Pages
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Abstract

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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Harald Luschgy, Gilles Pages. 2004-10-06. Sharp asymptotics of the functional quantization problem for Gaussian processes. https://doi.org/10.1214/009117904000000324

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