Sharp asymptotics of the functional quantization problem for Gaussian processes. (Q1879838)
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scientific article
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| English | Sharp asymptotics of the functional quantization problem for Gaussian processes. |
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Sharp asymptotics of the functional quantization problem for Gaussian processes. (English)
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15 September 2004
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The authors obtain the sharp asymptotic for the \(L^2\)-quantization error of Gaussian measures on a Hilbert space. Numerous examples of applications for Gaussian processes and fields are given. Recent results on quantization are discussed.
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high-resolution
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quantization
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Shannon entropy
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Gaussian process
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