Asymptotic quantization errors for unbounded quantizers
Mykola Shykula · Theory of Probability and Mathematical Statistics · 2008
We consider non-uniform scalar quantization for a wide class of unbounded random variables (or values of a random process sampled in time). Asymptotic stochastic structures for quantization errors are derived for two types of quantizers when the number of quantization levels tends to infinity. The corresponding results for bounded random variables are generalized. Some numerical examples illustrate the rate of convergence.