Sharp asymptotics of the functional quantization problem for Gaussian processes
Harald Luschgy, Gilles Pagès, Universität Trier, Université Paris · 2004
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. 1. Introduction. The