High resolution quantization and entropy coding of jump processes
We study the quantization problem for certain types of jump, processes. The probabilities for the number of jumps are assumed to be bounded by Poisson weights. Otherwise, jump positions and increments can be rather generally distributed and correlated. We show in particular that in many cases entropy coding error and quantization error have distinct rates. Finally, we investigate the quantization problem for the special case of R(d)-valued compound Poisson processes. (C) 2008 Elsevier Inc. All rights reserved.
high resolution quantization entropy coding jump process compound poisson process complexity levy process metric entropy