Small Ball Probabilities Around Random Centers of Gaussian Measures and Applications to Quantization |
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Authors: | Steffen Dereich |
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Affiliation: | (1) Technische Universität Berlin, Fakultät II, Institut für Mathematik, MA 7–5, Straße des 17. Juni 136, D-10623 Berlin, Germany |
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Abstract: | ![]() Let be a centered Gaussian measure on a separable Hilbert space (E, ). We are concerned with the logarithmic small ball probabilities around a -distributed center X. It turns out that the asymptotic behavior of –log (B(X, )) is a.s. equivalent to that of a deterministic function R( ). These new insights will be used to derive the precise asymptotics of a random quantization problem which was introduced in a former article by Dereich, Fehringer, Matoussi, and Scheutzow.(8) |
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Keywords: | small ball probabilites for random centers quantization Gaussian process |
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