The coding complexity of L\'evy processes
Frank Aurzada, Steffen Dereich
TL;DR
This paper studies the problem of efficiently encoding Le9vy processes with high accuracy, deriving precise asymptotic formulas for the minimal coding complexity under certain regularity conditions.
Contribution
It provides the first tight asymptotic formulas for the high resolution coding complexity of general Le9vy processes under L^p[0,1]-norm distortion.
Findings
Derived tight asymptotic formulas for coding complexity
Applicable to general real-valued Le9vy processes
Under mild regularity assumptions
Abstract
We investigate the high resolution coding problem for general real-valued L\'evy processes under L^p[0,1]-norm distortion. Tight asymptotic formulas are found under mild regularity assumptions.
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