| Título: | High Resolution Quantization and Entropy Coding for Fractional Brownian Motion |
| Autores: |
Dereich, Steffen; TU Berlin Scheutzow, Michael; TU Berlin |
| Fecha: | 2006-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
High-resolution quantization; complexity; stochastic process; entropy; distortion rate function 60G35; 41A25; 94A29 |
| Descripción: | We establish the precise asymptotics of the quantization and entropy coding errors for fractional Brownian motion with respect to the supremum norm and $L^p [0,1]$-norm distortions. We show that all moments in the quantization problem lead to the same asymptotics. Using a general principle, we conclude that entropy coding and quantization coincide asymptotically. Under supremum-norm distortion, our proof uses an explicit construction of efficient codebooks based on a particular entropy constrained coding scheme. |
| Idioma: | No aplica |
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