We investigate the Gaussian small ball probabilities with random centers, find their deterministic a.s.-equivalents and establish a relation to infinite-dimensional high-resolution quantization.

Original languageEnglish
Pages (from-to)1397-1421
Number of pages25
JournalAnnals of Probability
Volume33
Issue number4
DOIs
StatePublished - 1 Jul 2005

    Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

    Research areas

  • Asymptotic equipartition property, High-resolution quantization, Small ball probabilities, Small deviations

ID: 37010552