Asymptotically optimal quantization schemes for Gaussian processes on Hilbert spaces

DOI10.1051/ps:2008026zbMath1217.60029arXiv0802.3761OpenAlexW2949553072MaRDI QIDQ3085571

Benedikt Wilbertz, Harald Luschgy, Gilles Pagès

Publication date: 31 March 2011

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0802.3761

zbMATH Keywords

Brownian motionGaussian processRiemann-Liouville processfunctional quantizationoptimal quantizerGaussian measures in Hilbert spaces

Mathematics Subject Classification ID

Gaussian processes (60G15) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Distribution theory (60E99)

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