Gaussian processes and mixed volumes (Q1098159): Difference between revisions
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Latest revision as of 17:43, 21 March 2024
scientific article
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English | Gaussian processes and mixed volumes |
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Gaussian processes and mixed volumes (English)
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1987
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Let K be a compact subset of a real Hilbert space H and denote \(V_ n=\sup \{vol(P(K))\}\) where the supremum runs over all orthogonal projections \(P: H\to H\) of rank n and vol denotes n-dimensional volume. Let \[ E V(K)=\lim_{n\to \infty}\sup (\log V_ n(K)/(n \log n)) \] be the exponent of the volume of K. Let \(X_ t\) be any Gaussian process indexed by H such that \(\| X_ t-X_ s\|_ 2=\| t-s\|\). A set K is called G.C. (resp. G.B.) if the process \(X_ t\) has a version with continuous (resp. bounded) paths on K. \textit{R. M. Dudley} [J. Funct. Anal. 1, 290-330 (1967; Zbl 0188.205)] showed that E V(K)\(\leq -1\) for any G.B. set. This paper shows that if E V(K)\(<-1\) then K is a G.C. set.
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continuity of Gaussian processes
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metric entropy
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exponent of volume
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compact subset of a real Hilbert space
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