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Article Dans Une Revue ESAIM: Probability and Statistics Année : 2010

Asymptotically optimal quantization schemes for Gaussian processes on Hilbert spaces.

G. Pagès
  • Fonction : Auteur
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  • IdHAL : gilpag
H. Luschgy
  • Fonction : Auteur
B. Wilbertz
  • Fonction : Auteur

Résumé

We describe quantization designs which lead to asymptotically and order optimal functional quantizers for Gaussian processes in a Hilbert space setting. Regular variation of the eigenvalues of the covariance operator plays a crucial role to achieve these rates. For the development of a constructive quantization scheme we rely on the knowledge of the eigenvectors of the covariance operator in order to transform the problem into a finite dimensional quantization problem of normal distributions.

Dates et versions

hal-00610171 , version 1 (21-07-2011)

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Citer

G. Pagès, H. Luschgy, B. Wilbertz. Asymptotically optimal quantization schemes for Gaussian processes on Hilbert spaces.. ESAIM: Probability and Statistics, 2010, 14, pp.93-116. ⟨10.1051/ps:2008026⟩. ⟨hal-00610171⟩
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