Marginal & Functional Quantization of Stochastic Processes(Probability Theory & Stochastic Modelling Vol. 105) H 912 p. 23
Luschgy, Harald, Pagès, Gilles 著
目次
Preface.- Notation Index.- Part I. Basics and Marginal Quantization.- 1. Optimal and Stationary Quantizers.- 2. The Finite-Dimensional Setting I.- 3. The Finite-Dimensional Setting II.- Part II. Functional Quantization.- 4. Functional Quantization, Small Ball Probabilities, Metric Entropy and Series Expansions for Gaussian Processes.- 5. Spectral Methods for Gaussian Processes.- 6. Geometry of Optimal and Rate-Optimal Quantizers for Gaussian Processes.- 7. Mean Regular Processes.- Part III. Algorithmic Aspects and Applications:- 8. Optimal Quantization from the Numerical Side (Static).- 9. Applications: Quantization-Based Cubature Formulas.- 10. Quantization-Based Numerical Schemes.- Appendices.- A. Radon Random Vectors, Stochastic Processes and Inequalities.- B. Miscellany.- References.- Index.
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