Approximation of SαS Lévy processes in Lp norm
Copyright policy ) Creutzig, Jakob;
Approximation of SαS Lévy processes in Lp norm
AbstractWe determine the weak asymptotic behavior of linear and Kolmogorov widths of the SαS Lévy process in the Banach spaces Lp, p∈[1,∞) for α∈(0,2). This complements earlier work by Maiorov and Wasilkowski, who treated the case α=2, i.e., the Wiener process.
- Technical University Darmstadt Germany
- TU Darmstadt Germany
Kolmogorov widths, Quantization numbers, Stable processes, Linear widths
Kolmogorov widths, Quantization numbers, Stable processes, Linear widths
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