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

共 50 条

[41] OPTIMAL ASSET CONTROL OF A GEOMETRIC BROWNIAN MOTION WITH THE TRANSACTION COSTS AND BANKRUPTCY PERMISSION
Yao, Dingjun
Wang, Rongming
Xu, Lin
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2015, 11 (02) : 461 - 478
[42] n-Dimensional Laplace Transforms of Occupation Times for Pre-Exit Diffusion Processes
Yingchun Deng
Xuan Huang
Ya Huang
Xuyan Xiang
Jieming Zhou
Indian Journal of Pure and Applied Mathematics, 2020, 51 : 345 - 360
[43] n-Dimensional Laplace Transforms of Occupation Times for Pre-Exit Diffusion Processes
Deng, Yingchun
Huang, Xuan
Huang, Ya
Xiang, Xuyan
Zhou, Jieming
INDIAN JOURNAL OF PURE & APPLIED MATHEMATICS, 2020, 51 (01) : 345 - 360
[44] Motion Classification-Based Fast Motion Estimation for High-Efficiency Video Coding
Fan, Rui
Zhang, Yongfei
Li, Bo
IEEE TRANSACTIONS ON MULTIMEDIA, 2017, 19 (05) : 893 - 907
[45] Asymptotics of minimum distance estimator of the parameter of stochastic process driven by a fractional Brownian motion
Kouame, Louis
N'Zi, Modeste
Yode, Armel Fabrice
RANDOM OPERATORS AND STOCHASTIC EQUATIONS, 2008, 16 (04) : 399 - 407
[46] POINTWISE WEAK EXISTENCE OF DISTORTED SKEW BROWNIAN MOTION WITH RESPECT TO DISCONTINUOUS MUCKENHOUPT WEIGHTS
Shin, Jiyong
Trutnau, Gerald
REVUE ROUMAINE DE MATHEMATIQUES PURES ET APPLIQUEES, 2014, 59 (01): : 157 - 170
[47] First passage time statistics of Brownian motion with purely time dependent drift and diffusion
Molini, A.
Talkner, P.
Katul, G. G.
Porporato, A.
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2011, 390 (11) : 1841 - 1852
[48] Multilevel Residual Motion Compensation for High Efficiency Video Coding
Kim, Hyo-Song
Park, Rae-Hong
JOURNAL OF SIGNAL PROCESSING SYSTEMS FOR SIGNAL IMAGE AND VIDEO TECHNOLOGY, 2017, 89 (02): : 363 - 377
[49] Fast Motion Estimation in HEVC Inter Coding: An Overview of Recent Advances
Zhang, Yongfei
Zhang, Chao
Fan, Rui
2018 ASIA-PACIFIC SIGNAL AND INFORMATION PROCESSING ASSOCIATION ANNUAL SUMMIT AND CONFERENCE (APSIPA ASC), 2018, : 49 - 56
[50] Reflected stochastic differential equations driven by G-Brownian motion in non-convex domains
Lin, Yiqing
Hima, Abdoulaye Soumana
STOCHASTICS AND DYNAMICS, 2019, 19 (03)

← 1 2 3 4 5 →