Asymptotic behavior of the distortion-rate function for Gaussian processes in Banach spaces (Q817233)
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scientific article; zbMATH DE number 5009824
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of the distortion-rate function for Gaussian processes in Banach spaces |
scientific article; zbMATH DE number 5009824 |
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Asymptotic behavior of the distortion-rate function for Gaussian processes in Banach spaces (English)
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8 March 2006
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Let \(\mu\) be a Gaussian measure on a separable Banach space. The author proves that the logarithmic small ball probabilities of \(\mu\) are tightly related to some moment generating functions. Based upon this link a new lower bound for the distortion-rate function against the small ball function is derived. This allows to use results of the theory of small ball probabilities to deduce lower bounds for the distortion-rate function. As application one gets several sharp weak asymptotics for this rate function.
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High-resolution coding
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small ball probabilities
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0.8940648
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0.88690937
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0.8815081
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