Asymptotic behavior of the distortion-rate function for Gaussian processes in Banach spaces

DOI10.1016/j.bulsci.2005.04.001zbMath1090.60008OpenAlexW1976793094MaRDI QIDQ817233

Steffen Dereich

Publication date: 8 March 2006

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.bulsci.2005.04.001

zbMATH Keywords

small ball probabilitiesHigh-resolution coding

Mathematics Subject Classification ID

Gaussian processes (60G15) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (4)

Small deviations for two classes of Gaussian stationary processes and \(L^p\)-functionals, \(0<p\leq\infty\) ⋮ Functional quantization rate and mean regularity of processes with an application to Lévy processes ⋮ The coding complexity of diffusion processes under supremum norm distortion ⋮ Brownian motion simulation: a quantization approach

Cites Work

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• Small ball probabilities of fractional Brownian sheets via fractional integration operators
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• Sharp asymptotics of the functional quantization problem for Gaussian processes.
• On the small balls problem for equivalent Gaussian measures
• Source coding, large deviations, and approximate pattern matching
• Small deviations for some multi-parameter Gaussian processes

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