Title of article :
Sharp asymptotics of the Kolmogorov entropy for Gaussian measures
Author/Authors :
Harald Luschgy، نويسنده , , Gilles Pagès، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Abstract :
Let U denote the unit ball of the Cameron–Martin space of a Gaussian measure on a Hilbert space. The sharp asymptotics for the Kolmogorov (metric) entropy numbers of U is derived. The condition imposed is regular variation of the eigenvalues of the covariance operator. A consequence is a precise link including constants to the functional quantization problem.
Keywords :
Gaussian process , Shannon entropy , Functional quantization , Metric entropy , Ellipsoid
Journal title :
Journal of Functional Analysis
Journal title :
Journal of Functional Analysis