Sharp asymptotics of the Kolmogorov entropy for Gaussian measures

DOI10.1016/j.jfa.2003.09.004zbMath1060.60037OpenAlexW1964702604MaRDI QIDQ1883217

Gilles Pagès, Harald Luschgy

Publication date: 1 October 2004

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2003.09.004

zbMATH Keywords

Gaussian processellipsoidmetric entropyShannon entropyfunctional quantization

Mathematics Subject Classification ID

Gaussian processes (60G15) Approximation by arbitrary nonlinear expressions; widths and entropy (41A46) Probability theory on linear topological spaces (60B11) Coding theorems (Shannon theory) (94A24)

Related Items (8)

Estimates of covering numbers of convex sets with slowly decaying orthogonal subsets ⋮ On the mean speed of convergence of empirical and occupation measures in Wasserstein distance ⋮ Small ball probabilities, metric entropy and Gaussian rough paths ⋮ Some remarks on entropy numbers of sets with non-integer dimension ⋮ Sharp asymptotics of the metric entropy for ellipsoids ⋮ Convergence and concentration of empirical measures under Wasserstein distance in unbounded functional spaces ⋮ Asymptotically optimal quantization schemes for Gaussian processes on Hilbert spaces ⋮ Brownian motion simulation: a quantization approach

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