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Publications
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"Sharp asymptotics of the Kolmogorov entropy for Gaussian measures",
Journal of Functional Analysis, vol. 212, no. 1, pp. 89 - 120, 2004.
Abstract
Sharp asymptotics of the functional quantization problem for Gaussian processes,
, vol. 32, no. 2, 2004.
Abstract
"Rates of convergence for the empirical quantization error",
Ann. Probab., vol. 30, pp. 874- 897, 2002.
"The quantization of the Cantor distribution",
Math. Nachrichten, vol. 183, pp. 113-133, 1997.
Abstract
"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
"Quantization for probability measures with respect to the geometric mean error",
Math. Proc. Cambridge Phil. Soc., vol. 136, pp. 687-717, 2004.
"Quantization for probability measures in the Prokhorov metric",
Theory Probab. Appl., vol. 53, pp. 216-241, 2009.
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.
"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
"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
"Functional quantization of Gaussian processes",
Journal of Functional Analysis, vol. 196, no. 2: Academic Press, pp. 486–531, December, 2002.
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
"Functional quantization and small balls probabilities for Gaussian processes",
Journal of Theoretical Probability, vol. 16(4), 2003.
Abstract
"Fractal functional quantization of mean-regular stochastic processes",
Mathematical Proceedings of the Cambridge Philosophical Society, 2010.
Abstract
Foundations of quantization for probability distributions,
, Secaucus, NJ, USA, Springer-Verlag New York, Inc., 2000.
Abstract
"Entropy-constrained functional quantization of Gaussian measures",
Proceedings AMS, vol. 133, pp. 3403-3409 , 2005.
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)
"Construction of optimal quantizers for Gaussian measures on Banach spaces",
Mathematik: Universität Trier, 2008.
Abstract
"Asymptotics of the quantization errors for self-similar probabilities",
Real Analysis Exchange 26, vol. 26(2), pp. 795-810, 2001.
"Asymptotically optimal quantization schemes for Gaussian processes",
ESAIM: PS, vol. 14, pp. 93 - 116, 2010.
Abstract