Gaussian approximation numbers and metric entropy

DOI10.1007/S10958-019-04251-8MaRDI QIDQ2313796zbMATH OpenOpenAlexFDO

Authors Thomas Kühn, Werner Linde

Publication date 23 July 2019

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-019-04251-8

zbMATH Keywords

Gaussian approximation numbersmetric entropy

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Gaussian processes (60G15)

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Cites work

• !ENTROPY NUMBERS OF EMBEDDINGS OF WEIGHTED BESOV SPACES. II
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• Entropy of C(K)-valued operators
• Gaussian processes and mixed volumes
• Geometric and probabilistic estimates for entropy and approximation numbers of operators
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• Inequalities of Bernstein-Jackson-type and the degree of compactness of operators in Banach spaces
• Mappings of Gaussian Cylindrical Measures in Banach Spaces
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• Metric Entropy of Convex Hulls in Banach Spaces
• Metric entropy of integration operators and small ball probabilites for the Brownian sheet
• On the small ball inequality in all dimensions
• Optimal series representation of fractional Brownian sheets
• Regularity of Gaussian processes
• The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
• The small ball problem for the Brownian sheet
• γ-Radonifying operators and entropy ideals

Cited in

(5)

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• The heat modulated infinite dimensional Heston model and its numerical approximation

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