Sharp asymptotics of the Kolmogorov entropy for Gaussian measures (Q1883217)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sharp asymptotics of the Kolmogorov entropy for Gaussian measures |
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Sharp asymptotics of the Kolmogorov entropy for Gaussian measures (English)
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1 October 2004
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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.
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metric entropy
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ellipsoid
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Gaussian process
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functional quantization
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Shannon entropy
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