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Zapiski Nauchnykh Seminarov POMI, 2023, Volume 525, Pages 122–133
(Mi znsl7372)
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On the mm-entropy of distributions of Gaussian processes
A. A. Tadevosian Saint Petersburg State University
Abstract:
For a wide class of Banach spaces with Gaussian measure, it is shown that their Shannon entropy (mm-entropy) is closely related to the entropy of the corresponding kernel's ball and behaves in a certain range in the same way as the logarithm of the measure of small balls. The obtained results generalize the recent results of A. M. Vershik and M. A. Lifshits.
Key words and phrases:
Gaussian measures, mm-entropy, entropy of compacts.
Received: 30.09.2023
Citation:
A. A. Tadevosian, “On the mm-entropy of distributions of Gaussian processes”, Probability and statistics. Part 34, Zap. Nauchn. Sem. POMI, 525, POMI, St. Petersburg, 2023, 122–133
Linking options:
https://www.mathnet.ru/eng/znsl7372 https://www.mathnet.ru/eng/znsl/v525/p122
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Statistics & downloads: |
Abstract page: | 53 | Full-text PDF : | 19 | References: | 20 |
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