Capacities in Wiener space, quasi-sure lower functions, and Kolmogorov's \(\varepsilon \)-entropy (Q952821)

The authors define a set-indexed family of capacities \(\{\text{cap }_ {G} \} _ {G\subseteq \mathbb{R}_ {+}}\) on the classical Wiener space \({\mathcal C} (\mathbb{R}_ {+})\). This family interpolates between the Wiener measure (obtained for \(G = \{ 0 \}\)) and the standard capacity: \(G = \mathbb{R}_ {+}\). Let \(H\) be a positive, decreasing function on \(\mathbb{R}_ {+}\). The following subset of the Wiener space is considered: \[ {\mathcal L} (H) := \left \{ f\in {\mathcal C} (\mathbb{R}_ {+}) : \liminf _ {t\rightarrow \infty } \left [ \sup _ {u\in [0, t]} | f(u)| - t^ {1/2} H(t) \right ] > 0 \right \} \] The aim of the paper is to characterize exactly when the complementary of this set is of (strictly) positive \(\text{cap }_ {G}\)--capacity. In order to do this, the following capacity estimate is proved: \[ \frac{1}{a} K_ {G} (r^ {6}) \exp \left (-\frac{\pi ^2}{8 r^2}\right ) \leq \text{cap }_ {G} \{ f^ {*} \leq r \} \leq a K_ {G} (r^ {6}) \exp \left (-\frac{\pi ^2}{8 r^2}\right ) \] (\(K_G\) denotes the Kolmogorov \(\varepsilon \)--entropy, \(f^ {*}:= \sup _ {[0, 1]} | f| \) and \(a > 1\) is a constant, valid for all \(r > 0\)).