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
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
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