The coding complexity of Lévy processes

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We investigate the high resolution coding problem for general real-valued Lévy processes under L^p[0,1]-norm distortion. Tight asymptotic formulas are found under mild regularity assumptions.
26 pages

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Probability, 60G35, 41A25, 94A15

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http://salesiana.dossiersoluciones.com/handle/123456789/231088

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0707.3040
 http://arxiv.org/abs/0707.3040
 Foundations of Computational Mathematics 9 (2009), no. 3, 359-390
 doi:10.1007/s10208-008-9035-z

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arXiv