Gaussian fluctuations in complex sample covariance matrices.
Su, Zhonggen (2006)
Electronic Journal of Probability [electronic only]
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Su, Zhonggen (2006)
Electronic Journal of Probability [electronic only]
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Siegfried Graf, Harald Luschgy, Gilles Pagès (2008)
ESAIM: Probability and Statistics
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We elucidate the asymptotics of the -quantization error induced by a sequence of -optimal -quantizers of a probability distribution on when . In particular we show that under natural assumptions, the optimal rate is preserved as long as (and for every in the case of a compactly supported distribution). We derive some applications of these results to the error bounds for quantization based cubature formulae in numerical integration on and on the Wiener space.
De Malafosse, Bruno (2003)
International Journal of Mathematics and Mathematical Sciences
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Melton, Tanya G., Vatsala, A.S. (2006)
Boundary Value Problems [electronic only]
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De Malafosse, Bruno (2004)
International Journal of Mathematics and Mathematical Sciences
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