High-resolution quantization and entropy coding for fractional Brownian motion

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dc.creatorDereich, Steffen
dc.creatorScheutzow, Michael
dc.date2005-04-23
dc.date.accessioned2026-07-07T05:19:22Z
dc.date.available2026-07-07T05:19:22Z
dc.descriptionWe derive a high-resolution formula for the quantization and entropy coding approximation quantities for fractional Brownian motion, respective 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. This procedure can be used to construct close to optimal high resolution quantizers.
dc.description25 pages
dc.identifierhttps://arxiv.org/abs/math/0504480
dc.identifierhttp://arxiv.org/abs/math/0504480
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/74997
dc.subjectProbability
dc.subject60G35; 41A25; 94A29
dc.titleHigh-resolution quantization and entropy coding for fractional Brownian motion
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