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arxiv: math/0502375 · v1 · pith:4RIFRWI2new · submitted 2005-02-17 · 🧮 math.PR

Functional quantization and metric entropy for Riemann-Liouville processes

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keywords quantizationentropyfunctionalprocessesriemann-liouvilleasymptoticallyasymptoticsballs
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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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