Research output: Contribution to journal › Article › peer-review
Metric Entropy of Integration Operators and Small Ball Probabilities for the Brownian Sheet. / Dunker, T.; Linde, W.; Kühn, T.; Lifshits, M. A.
In: Journal of Approximation Theory, Vol. 101, No. 1, 01.11.1999, p. 63-77.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - Metric Entropy of Integration Operators and Small Ball Probabilities for the Brownian Sheet
AU - Dunker, T.
AU - Linde, W.
AU - Kühn, T.
AU - Lifshits, M. A.
PY - 1999/11/1
Y1 - 1999/11/1
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(logk)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-2logε2d-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(logk)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-2logε2d-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=0008809676&partnerID=8YFLogxK
U2 - 10.1006/jath.1999.3354
DO - 10.1006/jath.1999.3354
M3 - Article
AN - SCOPUS:0008809676
VL - 101
SP - 63
EP - 77
JO - Journal of Approximation Theory
JF - Journal of Approximation Theory
SN - 0021-9045
IS - 1
ER -
ID: 37011736