2 3 A pr 2 00 5 High - resolution quantization and entropy coding for fractional Brownian motion
نویسندگان
چکیده
We derive a high-resolution formula for the quantization and entropy coding approximation quantities for fractional Brownian motion, respective to the supre-mum norm and L p [0, 1]-norm distortions. We show that all moments in the quanti-zation problem lead to the same asymptotics. Using a general principle, we conclude that entropy coding and quantization coincide asymptotically. Under supremum-norm distortion, our proof uses an explicit construction of efficient codebooks based on a particular entropy constrained coding scheme. This procedure can be used to construct close to optimal high resolution quantizers.
منابع مشابه
High-resolution quantization and entropy coding for fractional Brownian motion
We establish the precise asymptotics of the quantization and entropy coding errors for fractional Brownian motion with respect to the supremum norm and L[0, 1]-norm distortions. We show that all moments in the quantization problem lead to the same asymptotics. Using a general principle, we conclude that entropy coding and quantization coincide asymptotically. Under supremum-norm distortion, our...
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تاریخ انتشار 2005