Sharp asymptotics of the functional quantization problem for Gaussian processes
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🧮 math.PR
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gaussianasymptoticsprocessesquantizationsharpconditionderivedeigenvalues
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The sharp asymptotics for the L^2-quantization errors of Gaussian measures on a Hilbert space and, in particular, for Gaussian processes is derived. The condition imposed is regular variation of the eigenvalues.
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