Abstract
The sharp asymptotics for the L2-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.
Citation
Harald Luschgy. Gilles Pagès. "Sharp asymptotics of the functional quantization problem for Gaussian processes." Ann. Probab. 32 (2) 1574 - 1599, April 2004. https://doi.org/10.1214/009117904000000324
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