跳跃过程的高分辨率量化和熵编码
High resolution quantization and entropy coding of jump processes
摘要：
我们研究了某些类型的跳跃过程的量子化问题。假设跳跃次数的概率由泊松权重限定。否则，跳跃位置和增量可以相当一般地分布和相关。我们特别表明，在许多情况下，熵编码误差和量化误差有不同的速率。最后，我们研究了$\mathbb{R}^d$值复合Poisson过程的特殊情形的量子化问题。
英文摘要：
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 $\mathbb{R}^d$-valued compound Poisson processes.
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