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Small Ball Probabilities Around Random Centers of Gaussian Measures and Applications to Quantization
Authors:Steffen Dereich
Affiliation:(1) Technische Universität Berlin, Fakultät II, Institut für Mathematik, MA 7–5, Straße des 17. Juni 136, D-10623 Berlin, Germany
Abstract:
Let mgr be a centered Gaussian measure on a separable Hilbert space (E, par sdot par). We are concerned with the logarithmic small ball probabilities around a mgr-distributed center X. It turns out that the asymptotic behavior of –log mgr(B(X,epsi)) is a.s. equivalent to that of a deterministic function phgrR(epsi). 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)
Keywords:small ball probabilites for random centers  quantization  Gaussian process
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