Small ball probabilities around random centers of Gaussian measures and applications to quantization

被引:9
作者
Dereich, S [1 ]
机构
[1] Tech Univ Berlin, Fak 2, Inst Math, D-10623 Berlin, Germany
关键词
small ball probabilites for random centers; quantization; Gaussian process;
D O I
10.1023/A:1023578812641
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
Let mu be a centered Gaussian measure on a separable Hilbert space (E, || . ||). We are concerned with the logarithmic small ball probabilities around a mu-distributed center X. It turns out that the asymptotic behavior of -log mu(B(X, epsilon)) is a.s. equivalent to that of a deterministic function phi(R)(epsilon). 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)).
引用
收藏
页码:427 / 449
页数:23
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