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math.PR2004★ 61 cited
Sharp asymptotics of the functional quantization problem for Gaussian processes
Harald Luschgy, Gilles Pages
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 regula…
math.PR2004★ 32 cited
When can the two-armed bandit algorithm be trusted?
Damien Lamberton, Gilles Pages, Pierre Tarres
We investigate the asymptotic behavior of one version of the so-called two-armed bandit algorithm. It is an example of stochastic approximation procedure whose associated ODE has b…