Optimal Poisson quantisation

Ilya Molchanov and Nikolay Tontchev

Statistics & Probability Letters, 2007, vol. 77, issue 11, 1123-1132

Abstract: The quantisation problem for probability measures aims to represent a measure using a discrete measure supported by a finite set . We consider a similar problem where is a realisation of a finite Poisson point process, the objective function is given by the expected Lp-error, and the constraints are imposed on the total intensity of the process.

Keywords: Intensity; measure; Point; process; Poisson; process; Quantisation (search for similar items in EconPapers)
Date: 2007
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