Fractal functional quantization of mean-regular stochastic processes

被引:1
|
作者
Graf, Siegfried [1 ]
Luschgy, Harald [2 ]
Pages, Gilles [3 ]
机构
[1] Univ Passau, Fak Informat & Math, D-94030 Passau, Germany
[2] Univ Trier, FB Math 4, D-54286 Trier, Germany
[3] Univ Paris 06, Lab Probabilites & Modeles Aleatoires, UMR 7599, F-75252 Paris 5, France
关键词
SMALL BALL PROBABILITIES; SMALL DEVIATIONS; SELF; DIMENSION;
D O I
10.1017/S0305004110000344
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We investigate the functional quantization problem for stochastic processes with respect to L-p(IRd, mu)-norms, where mu is a fractal measure namely, mu is self-similar or a homogeneous Cantor measure. The derived functional quantization upper rate bounds are universal depending only on the mean-regularity index of the process and the quantization dimension of mu and as universal rates they are optimal. Furthermore, for arbitrary Borel probability measures mu we establish a (nonconstructive) link between the quantization errors of mu and the functional quantization errors of the process in the space L-p(IRd, mu).
引用
收藏
页码:167 / 191
页数:25
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