Duality of metric entropy

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Abstract: For two convex bodies K and T in Rn, the covering number of K by T, denoted N(K,T), is defined as the minimal number of translates of T needed to cover K. Let us denote by Ko the polar body of K and by D the euclidean unit ball in Rn. We prove that the two functions of t, N(K, tD) and N(D, tK^o), are equivalent in the appropriate sense, uniformly over symmetric convex bodies K in Rn and over positive integers n. In particular, this verifies the duality conjecture for entropy numbers of linear operators, posed by Pietsch in 1972, in the central case when either the domain or the range of the operator is a Hilbert space.


The covering number, \(N(K,T)\), of convex bodies \(K,T\subset{\mathbb R}^n\), is the smallest number of translates of \(T\) needed to cover \(K\). Let \(B\) denote the Euclidean unit ball in \({\mathbb R}^n\). The main result is the following. There exist constants \(\alpha, \beta>0\) such that for any convex body \(K\subset{\mathbb R}^n\) with \(K=-K\), we have \(N(B,\alpha^{-1} K^\circ)^{1/\beta}\leq N(K,B)\leq N(B,\alpha K^\circ)^\beta\), where \(K^\circ\) is the polar of \(K\). The constants \(\alpha, \beta\) are independent of \(n\) and \(K\). The technique of this paper gives \(\beta=2+\varepsilon\) for any \(\varepsilon > 0\). This solves a special case of a conjecture of Pietsch on entropy numbers of operators and their duals. The introduction of the paper discusses the relationship between the main result and entropy numbers, in particular the conjecture of Pietsch, as well as the uses of covering numbers in information theory and the theory of Gaussian processes.




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