Sharp Asymptotics of the Kolmogorov Entropy for Gaussian Measures
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چکیده
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 quantiza-tion problem.
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تاریخ انتشار 2003