High resolution quantization and entropy coding of jump processes

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dc.creatorAurzada, Frank
dc.creatorDereich, Steffen
dc.creatorScheutzow, Michael
dc.creatorVormoor, Christian
dc.date2007-12-06
dc.date.accessioned2026-07-07T13:17:22Z
dc.date.available2026-07-07T13:17:22Z
dc.descriptionWe study the quantization problem for certain types of jump processes. The probabilities for the number of jumps are assumed to be bounded by Poisson weights. Otherwise, jump positions and increments can be rather generally distributed and correlated. We show in particular that in many cases entropy coding error and quantization error have distinct rates. Finally, we investigate the quantization problem for the special case of $\mathbb{R}^d$-valued compound Poisson processes.
dc.descriptionPreprint (submitted), 34 pages
dc.identifierhttps://arxiv.org/abs/0712.0964
dc.identifierhttp://arxiv.org/abs/0712.0964
dc.identifierJournal of Complexity 25 (2009), no. 2, 163-187
dc.identifierdoi:10.1016/j.jco.2008.10.002
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/231090
dc.subjectProbability
dc.subject60G35; 41A25; 94A15
dc.titleHigh resolution quantization and entropy coding of jump processes
dc.typetext

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