1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.PR2025
Locally optimal Functional Quantization
Harald Luschgy, Gilles Pagès
In this note we demonstrate that locally optimal functional quantizers for probability distributions on a Banach space lying in the support of behave exactly like globally opti…
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.PR2005
Functional quantization and metric entropy for Riemann-Liouville processes
Harald Luschgy, Gilles Pagès
We derive a high-resolution formula for the -quantization errors of Riemann-Liouville processes and the sharp Kolmogorov entropy asymptotics for related Sobolev balls. We desc…