Sharp asymptotics of the Kolmogorov entropy for Gaussian measures (Q1883217): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jfa.2003.09.004 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1964702604 / rank | |||
Normal rank | |||
Revision as of 19:13, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sharp asymptotics of the Kolmogorov entropy for Gaussian measures |
scientific article |
Statements
Sharp asymptotics of the Kolmogorov entropy for Gaussian measures (English)
0 references
1 October 2004
0 references
A solution of the entropy problem for the unit ball of a large class of Cameron-Martin spaces is given. The results are derived under assumption of regular variation of the eigenvalues of the covariance operator. Examples of stationary Gaussian processes, fractional Brownian motions and Brownian sheet are considered.
0 references
metric entropy
0 references
ellipsoid
0 references
Gaussian process
0 references
functional quantization
0 references
Shannon entropy
0 references
