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首页> 外文期刊>Mathematical Proceedings of the Cambridge Philosophical Society >Fractal functional quantization of mean-regular stochastic processes
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Fractal functional quantization of mean-regular stochastic processes

机译:均值-规则随机过程的分形函数量化

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摘要

We investigate the functional quantization problem for stochastic processes with respect to L~p(IR~d,μ)-norms, where μ is a fractal measure namely, μ is self-similar or a homogeneous Cantor measure. The derived functional quantization upper rate bounds are universal depending only on the mean-regularity index of the process and the quantization dimension of μ and as universal rates they are optimal. Furthermore, for arbitrary Borel probability measures μ we establish a (nonconstructive) link between the quantization errors of and the functional quantization errors of the process in the space L~p(IR~d, μ).
机译:我们研究关于L〜p(IR〜d,μ)-范数的随机过程的函数量化问题,其中μ是分形度量,即μ是自相似或齐次Cantor度量。导出的功能量化上限率是通用的,仅取决于过程的平均规则性指数和μ的量化维数,并且作为通用率,它们是最佳的。此外,对于任意的Borel概率度量μ,我们在空间L〜p(IR〜d,μ)中的过程的量化误差与函数的函数量化误差之间建立了(非建设性的)链接。

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