Metric entropy and the small ball problem for Gaussian measures
Metric entropy and the small ball problem for Gaussian measures
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高斯测度的度量熵和小球问题
DOI:
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发表时间:
1993
期刊:
影响因子:
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通讯作者:
Wenbo V. Li
中科院分区:
文献类型:
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作者:
J. Kuelbs;Wenbo V. Li
Abstract We establish a precise link between the small ball problem for a Gaussian measure μ on a separable Banach space and the metric entropy of the unit ball of the Hubert space H μ generating μ. This link allows us to compute small ball probabilities from metric entropy results, and vice versa.