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Publications
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"Quantization of probability distributions under norm-based distortion measures II: Self-similar distributions",
Journal of Mathematical Analysis and Applications, vol. 318, no. 2, pp. 507 - 516, 2006.
Abstract
"Functional quantization and small balls probabilities for Gaussian processes",
Journal of Theoretical Probability, vol. 16(4), 2003.
Abstract
"Optimal quantizers for Radon random vectors in a Banach space",
J. Approx. Theory, vol. 144, no. 1, Orlando, FL, USA, Academic Press, Inc., pp. 27–53, 2007.
Abstract
Foundations of quantization for probability distributions,
, Secaucus, NJ, USA, Springer-Verlag New York, Inc., 2000.
Abstract
"A constructive sharp approach to functional quantization of stochastic processes",
Journal of Applied Mathematics, vol. 2010, 2010.
Abstract
Download: Constructive functional quantization.pdf (1.03 MB)
"Sharp asymptotics of the Kolmogorov entropy for Gaussian measures",
Journal of Functional Analysis, vol. 212, no. 1, pp. 89 - 120, 2004.
Abstract
"Asymptotics of the quantization errors for self-similar probabilities",
Real Analysis Exchange 26, vol. 26(2), pp. 795-810, 2001.
Sharp asymptotics of the functional quantization problem for Gaussian processes,
, vol. 32, no. 2, 2004.
Abstract
"Quantization for probability measures with respect to the geometric mean error",
Math. Proc. Cambridge Phil. Soc., vol. 136, pp. 687-717, 2004.
"Functional quantization rate and mean pathwise regularity of processes with an application to Lévy processes",
Annals of Applied Probability, vol. 18, pp. 427-469, 2008.
Abstract
"Asymptotically optimal quantization schemes for Gaussian processes",
ESAIM: PS, vol. 14, pp. 93 - 116, 2010.
Abstract
"Functional quantization of a class of Brownian diffusions: a constructive approach",
Stochastic Processes and their Applications, vol. 116, no. 2, pp. 310 - 336, 2006.
Abstract
"The quantization of the Cantor distribution",
Math. Nachrichten, vol. 183, pp. 113-133, 1997.
Abstract
"Functional quantization of Gaussian processes",
Journal of Functional Analysis, vol. 196, no. 2: Academic Press, pp. 486–531, December, 2002.
Abstract
"Rates of convergence for the empirical quantization error",
Ann. Probab., vol. 30, pp. 874- 897, 2002.
"Entropy-constrained functional quantization of Gaussian measures",
Proceedings AMS, vol. 133, pp. 3403-3409 , 2005.
Abstract
"Fractal functional quantization of mean-regular stochastic processes",
Mathematical Proceedings of the Cambridge Philosophical Society, 2010.
Abstract
"The quantization dimension of self-similar probabilities",
Math. Nachrichten, vol. 241, pp. 103-109 , 2002.
"The point density measure in the quantization of self-similar probabilities",
Math. Proc. Cambridge Phil. Soc. , vol. 138, pp. 513-531, 2005.
"Quantization for probability measures in the Prokhorov metric",
Theory Probab. Appl., vol. 53, pp. 216-241, 2009.
Abstract
"Construction of optimal quantizers for Gaussian measures on Banach spaces",
Mathematik: Universität Trier, 2008.
Abstract