61 citations · 184 across the 14 of their papers we have counts for
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math.PR2006★ 1 cited
Moment estimates for Lévy Processes
Harald Luschgy, Gilles Pagès
For real Lévy processes having no Brownian component with Blumenthal-Getoor index , the estimate $\E \sup\_{s \leq t} | X\_s - a\_p s |^p \leq C\_p t$ for e…
math.PR2006
Distortion mismatch in the quantization of probability measures
Siegried Graf, Harald Luschgy, Gilles Pagès
We elucidate the asymptotics of the L^s-quantization error induced by a sequence of L^r-optimal n-quantizers of a probability distribution P on R^d when s>r. In particular we show…
math.PR2006★ 36 cited
Functional quantization rate and mean regularity of processes with an application to Lévy processes
Harald Luschgy, Gilles Pagès
We investigate the connections between the mean pathwise regularity of stochastic processes and their L^r(P)-functional quantization rates as random variables taking values in some…