Research output: Contribution to journal › Article › peer-review
Entropie métrique de l'opérateur d'intégration et probabilités de petites boules relatives au drap brownien. / Dunker, Thomas; Kühn, Thomas; Lifshits, Mikhail; Linde, Werner.
In: Comptes Rendus de l'Academie des Sciences - Series I: Mathematics, Vol. 326, No. 3, 01.01.1998, p. 347-352.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - Entropie métrique de l'opérateur d'intégration et probabilités de petites boules relatives au drap brownien
AU - Dunker, Thomas
AU - Kühn, Thomas
AU - Lifshits, Mikhail
AU - Linde, Werner
PY - 1998/1/1
Y1 - 1998/1/1
N2 - Let Td : L2([0, 1]d) → C([0. 1]d) be the d-dimensional integration operator. We show that its Kolmogorov and entropy numbers decrease with order at least k-1 (log k)d.-1/2. From this we derive that the small ball probabilities of the Brownian sheet on [0, 1]d under the C([0, 1]d)-norm can be estimated from below by exp(-Cε-2|log ε|2d-1), which improves the best known lower bounds considerably. We also get similar results with respect to certain Orlicz norms.
AB - Let Td : L2([0, 1]d) → C([0. 1]d) be the d-dimensional integration operator. We show that its Kolmogorov and entropy numbers decrease with order at least k-1 (log k)d.-1/2. From this we derive that the small ball probabilities of the Brownian sheet on [0, 1]d under the C([0, 1]d)-norm can be estimated from below by exp(-Cε-2|log ε|2d-1), which improves the best known lower bounds considerably. We also get similar results with respect to certain Orlicz norms.
UR - http://www.scopus.com/inward/record.url?scp=0031996159&partnerID=8YFLogxK
U2 - 10.1016/S0764-4442(97)82993-X
DO - 10.1016/S0764-4442(97)82993-X
M3 - Article
AN - SCOPUS:0031996159
VL - 326
SP - 347
EP - 352
JO - Comptes Rendus Mathematique
JF - Comptes Rendus Mathematique
SN - 1631-073X
IS - 3
ER -
ID: 43811346