On the mm-entropy of distributions of Gaussian processes
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 34, Tome 525 (2023), pp. 122-133
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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.
@article{ZNSL_2023_525_a9,
author = {A. A. Tadevosian},
title = {On the mm-entropy of distributions of {Gaussian} processes},
journal = {Zapiski Nauchnykh Seminarov POMI},
pages = {122--133},
publisher = {mathdoc},
volume = {525},
year = {2023},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZNSL_2023_525_a9/}
}
A. A. Tadevosian. On the mm-entropy of distributions of Gaussian processes. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 34, Tome 525 (2023), pp. 122-133. http://geodesic.mathdoc.fr/item/ZNSL_2023_525_a9/