Coding of Brownian Motion by Quantization of Exit Times

被引：0

作者：

Poloczek, Felix ^{[1
]}

Ciucu, Florin ^{[1
]}

机构：

[1] TU Berlin, T Labs, Berlin, Germany

来源：

2012 50TH ANNUAL ALLERTON CONFERENCE ON COMMUNICATION, CONTROL, AND COMPUTING (ALLERTON) | 2012年

关键词：

DIFFUSION-PROCESSES; COMPLEXITY; DISTORTION;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We present a concrete coding scheme for standard linear Brownian motion. The coding error under sup-norm decays like O(r(-1/2)) in the entropy r, and is thus rate-optimal. Moreover, the multiplicative constant lies below the theoretical maximum, and thus improves the known results. The scheme is based on a novel technique for quantizing the exit times of Brownian motion within a random error.

引用

页码：557 / 564

页数：8

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