title:
Constructive Quantization and Multilevel Algorithms for Quadrature of SDEs II: Random Quantization on IR^d 
name:
Schottstedt 
first name:
Reik

location/conference:
SPPJT10

PRESENTATIONlink:
http://www.dfgspp1324.de/nuhagtools/event/dateien/SPPJT10/talks/schottstedt_eisenach.pdf 
abstract:
In this talk we treat the approximation of a probability measure ì on
R^d, d > 2 by its empirical measure ì_N (interpreted as random quantizer) in the Wassersteinmetric. We show that the expected
pth power (p > 0) of the Wassersteinmetric of ì and ì_N generated by N i.i.d. samples of ì
converges to zero with optimal rate N^(−p/d) as N goes to infinity. 