Functional quantization and metric entropy for Riemann-Liouville processes
classification
🧮 math.PR
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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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