Limit theorems for random normalized distortion

被引:15
|
作者
Cohort, P [1 ]
机构
[1] ENPC, CERMICS, F-77455 Marne La Vallee, France
来源
ANNALS OF APPLIED PROBABILITY | 2004年 / 14卷 / 01期
关键词
quantization; distortion; law of large numbers; central limit theorem;
D O I
10.1214/aoap/1075828049
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We present some convergence results about the distortion D-mu,n,r(v) related to the Voronoi vector quantization of a mu-distributed random variable using n i.i.d. v-distributed codes. A weak law of large numbers for n(r/d)D(mu,n,r)(v) is derived essentially under a mu-integrability condition on a negative power of a delta-lower Radon-Nikodym derivative of v. Assuming in addition that the probability measure mu has a bounded epsilon-potential, we obtain a strong law of large numbers for n(r/d)D(mu,n,r)(v). In particular, we show that the random distortion and the optimal distortion vanish almost surely at the same rate. In the one-dimensional setting (d = 1), we derive a central limit theorem for n(r)D(mu,n,r)(v). The related limiting variance is explicitly computed.
引用
收藏
页码:118 / 143
页数:26
相关论文
共 50 条
  • [1] Self-normalized limit theorems: A survey
    Shao, Qi-Man
    Wang, Qiying
    PROBABILITY SURVEYS, 2013, 10 : 69 - 93
  • [2] Limit theorems for a branching random walk in a random or varying environment
    Huang, Chunmao
    Liu, Quansheng
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2024, 172
  • [3] Limit theorems for network dependent random variables?
    Kojevnikov, Denis
    Marmer, Vadim
    Song, Kyungchul
    JOURNAL OF ECONOMETRICS, 2021, 222 (02) : 882 - 908
  • [4] Limit theorems for isotropic random walks on triangle buildings
    Lindlbauer, M
    Voit, M
    JOURNAL OF THE AUSTRALIAN MATHEMATICAL SOCIETY, 2002, 73 : 301 - 333
  • [5] Limit theorems for non-commutative random variables
    Coja-Oghlan, A
    Michalicek, J
    JOURNAL OF THEORETICAL PROBABILITY, 2005, 18 (03) : 595 - 614
  • [6] Limit Theorems for Non-Commutative Random Variables
    A. Coja-Oghlan
    J. Michaliček
    Journal of Theoretical Probability, 2005, 18 : 595 - 614
  • [7] Limit theorems for sums of random exponentials
    Ben Arous, G
    Bogachev, LV
    Molchanov, SA
    PROBABILITY THEORY AND RELATED FIELDS, 2005, 132 (04) : 579 - 612
  • [8] Limit theorems for sums of random exponentials
    Gérard Ben Arous
    Leonid V. Bogachev
    Stanislav A. Molchanov
    Probability Theory and Related Fields, 2005, 132 : 579 - 612
  • [9] Limit theorems for iterated random functions
    Wu, WB
    Shao, XF
    JOURNAL OF APPLIED PROBABILITY, 2004, 41 (02) : 425 - 436
  • [10] Strong limit theorems for random fields
    Gut, Allan
    ANNALES MATHEMATICAE ET INFORMATICAE, 2012, 39 : 125 - 157