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Universal Ls-rate-optimality of Lr-optimal quantizers by dilatation and contraction

Abass Sagna (2009)

ESAIM: Probability and Statistics

We investigate in this paper the properties of some dilatations or contractions of a sequence (αn)n≥1 of Lr-optimal quantizers of an d -valued random vector X L r ( ) defined in the probability space ( Ω , 𝒜 , ) with distribution X = P . To be precise, we investigate the Ls-quantization rate of sequences α n θ , μ = μ + θ ( α n - μ ) = { μ + θ ( a - μ ) , a α n } when θ + , μ , s ( 0 , r ) or s ∈ (r, +∞) and X L s ( ) . We show that for a wide family of distributions, one may always find parameters (θ,µ) such that (αnθ,µ)n≥1 is Ls-rate-optimal. For the Gaussian and the exponential distributions we show...

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