The coding complexity of Lévy processes

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dc.creatorAurzada, Frank
dc.creatorDereich, Steffen
dc.date2007-07-20
dc.date.accessioned2026-07-07T13:17:21Z
dc.date.available2026-07-07T13:17:21Z
dc.descriptionWe 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.
dc.description26 pages
dc.identifierhttps://arxiv.org/abs/0707.3040
dc.identifierhttp://arxiv.org/abs/0707.3040
dc.identifierFoundations of Computational Mathematics 9 (2009), no. 3, 359-390
dc.identifierdoi:10.1007/s10208-008-9035-z
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/231088
dc.subjectProbability
dc.subject60G35, 41A25, 94A15
dc.titleThe coding complexity of Lévy processes
dc.typetext

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