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A versatile technique for the optimal approximation of random processes by functional quantization - MaRDI portal

A versatile technique for the optimal approximation of random processes by functional quantization (Q1732258)

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scientific article; zbMATH DE number 7040952
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A versatile technique for the optimal approximation of random processes by functional quantization
scientific article; zbMATH DE number 7040952

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    A versatile technique for the optimal approximation of random processes by functional quantization (English)
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    22 March 2019
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    random process
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    functional quantization
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    centroidal Voronoi tessellation
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    Lloyd's method
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    Monte Carlo simulation
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