Title | Functional quantization and small balls probabilities for Gaussian processes |
Publication Type | Journal Article |
Year of Publication | 2003 |
Authors | Siegfried Graf, Harald Luschgy, and Gilles Pagès |
Journal | Journal of Theoretical Probability |
Volume | 16(4) |
Start Page | 1047-1062 |
Abstract | The sharp asymptotics for the -quantization errors of Gaussian measures on a Hilbert space and, in particular, for Gaussian processes is derived. The condition imposed is regular variation of the eigenvalues. |