Entropy-constrained functional quantization of Gaussian processes
Siegfried Graf, Harald Luschgy · Proceedings of the American Mathematical Society · 2005
The sharp asymptotics for the entropy-constrained L 2 L^2 -quantiza- tion 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 of the covariance operator.