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Preprints, Working Papers, ... Year : 2005

Functional quantization and metric entropy for Riemann-Liouville processes

Harald Luschgy
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Abstract

We derive a high-resolution formula for the $L^2$-quantization errors of Riemann-Liouville processes and the sharp Kolmogorov entropy asymptotics for related Sobolev balls. We describe a quantization procedure which leads to asymptotically optimal functional quantizers. Regular variation of the eigenvalues of the covariance operator plays a crucial role.
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Dates and versions

hal-00004281 , version 1 (17-02-2005)

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Harald Luschgy, Gilles Pagès. Functional quantization and metric entropy for Riemann-Liouville processes. 2005. ⟨hal-00004281⟩
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