10 citations · 15 across the 3 of their papers we have counts for
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math.PR2005
High-resolution quantization and entropy coding for fractional Brownian motion
Steffen Dereich, Michael Scheutzow
We derive a high-resolution formula for the quantization and entropy coding approximation quantities for fractional Brownian motion, respective to the supremum norm and L^p[0,1]-no…
math.PR2004★ 5 cited
The quantization complexity of diffusion processes
Steffen Dereich
We investigate the high resolution coding problem for solutions of stochastic differential equations in the L^p[0,1]- and the C[0,1]-space. Tight asymptotic estimates are found und…
math.PR2004★ 10 cited
Probabilities of randomly centered small balls and quantization in Banach spaces
S. Dereich, M. A. Lifshits
We investigate the Gaussian small ball probabilities with random centers, find their deterministic a.s.-equivalents and establish a relation to infinite-dimensional high-resolution…