Sharp asymptotics of the functional quantization problem for Gaussian processes

TitleSharp asymptotics of the functional quantization problem for Gaussian processes
Publication TypeJournal Article
Year of Publication2004
AuthorsHarald Luschgy, and Gilles Pagès
Volume32
Abstract

The sharp asymptotics for the $ L^2 $-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.