Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type
type: Item
instance of: scholarly article
title: Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type
zbMATH Open document ID: 1130.46020
author: Richard Nickl
author: Benedikt M. Pötscher
published in: Journal of Theoretical Probability
publication date: 2007-08-20T00:00:00Z
review text: The authors derive upper bounds for the \({\mathcal L}^r(\mu)\)-bracketing metric entropy and sup-norm metric entropy of bounded subsets \(\mathcal F\) of some (weighted) function spaces defined on \({\mathbb R}^n\). Real Besov spaces \(B^s_{p,q}({\mathbb R}^n, \langle x\rangle^\beta)\), real Sobolev spaces \(H^s_{p}({\mathbb R}^n, \langle x\rangle^\beta)\) with polynomial weights \(\langle x\rangle^\beta=(1+| x|^2)^{\beta/2}\) are regarded, as well as Hölder spaces \({\mathcal C}^s({\mathbb R}^n)\). It is assumed that \(s-\frac n p >0\); so the spaces consist of regular distributions. Moreover, upper bounds for the metric entropies of the restrictions of sets \(\mathcal F\) to Borel subsets \(\Omega\subset{\mathbb R}^n\) are calculated. The results for Besov spaces imply the similar estimates for Triebel--Lizorkin spaces. The estimates are applied to the theory of empirical processes. In particular, it is proved that the above bounded subsets are Donsker classes uniformly in various sets of probability measures. To prove the main estimates the authors adapt results of \textit{D.\,Haroske} and \textit{H.\,Triebel} [Math.\ Nachr.\ 167, 131--156 (1994; Zbl 0829.46019); ibid.\ 278, 108--132 (2005; Zbl 1078.46022)].
reviewed by: Leszek Skrzypczak
Mathematics Subject Classification ID: 46E35
Mathematics Subject Classification ID: 41A46
Mathematics Subject Classification ID: 60G99
zbMATH DE Number: 5181180
zbMATH Keywords: metric entropy
zbMATH Keywords: Besov-Sobolev spaces
zbMATH Keywords: uniform Donsker classes
MaRDI profile type: MaRDI publication profile
full work available at URL: s10959-007-0058-1
OpenAlex ID: W2028614447
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DOI: 10.1007/S10959-007-0058-1
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description: scientific article; zbMATH DE number 5181180