The Coding Complexity of Lévy Processes

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Frank Aurzada, Steffen Dereich

Published: 2009, Last Modified: 09 May 2025Found. Comput. Math. 2009EveryoneRevisionsBibTeXCC BY-SA 4.0
Abstract: We introduce a new coding scheme for general real-valued Lévy processes and control its performance with respect to L p [0,1]-norm distortion under different complexity constraints. We also establish lower bounds that prove the optimality of our coding scheme in many cases.