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Publications
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"Construction of optimal quantizers for Gaussian measures on Banach spaces",
Mathematik: Universität Trier, 2008.
Abstract
"Asymptotically optimal quantization schemes for Gaussian processes",
ESAIM: PS, vol. 14, pp. 93 - 116, 2010.
Abstract
"Asymptotics of the quantization errors for self-similar probabilities",
Real Analysis Exchange 26, vol. 26(2), pp. 795-810, 2001.
"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)
"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
"Functional quantization and small balls probabilities for Gaussian processes",
Journal of Theoretical Probability, vol. 16(4), 2003.
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 of Gaussian processes",
Journal of Functional Analysis, vol. 196, no. 2: Academic Press, pp. 486–531, December, 2002.
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
"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
"The point density measure in the quantization of self-similar probabilities",
Math. Proc. Cambridge Phil. Soc. , vol. 138, pp. 513-531, 2005.
"The quantization dimension of self-similar probabilities",
Math. Nachrichten, vol. 241, pp. 103-109 , 2002.
"Quantization for probability measures in the Prokhorov metric",
Theory Probab. Appl., vol. 53, pp. 216-241, 2009.
Abstract
"Quantization for probability measures with respect to the geometric mean error",
Math. Proc. Cambridge Phil. Soc., vol. 136, pp. 687-717, 2004.
"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
"The quantization of the Cantor distribution",
Math. Nachrichten, vol. 183, pp. 113-133, 1997.
Abstract
"Rates of convergence for the empirical quantization error",
Ann. Probab., vol. 30, pp. 874- 897, 2002.
Sharp asymptotics of the functional quantization problem for Gaussian processes,
, vol. 32, no. 2, 2004.
Abstract
"Sharp asymptotics of the Kolmogorov entropy for Gaussian measures",
Journal of Functional Analysis, vol. 212, no. 1, pp. 89 - 120, 2004.
Abstract
Foundations of quantization for probability distributions,
, Secaucus, NJ, USA, Springer-Verlag New York, Inc., 2000.
Abstract