Entropy Estimate for $k$-Monotone Functions via Small Ball Probability of Integrated Brownian Motions
نویسندگان
چکیده
منابع مشابه
Entropy Estimate for K-monotone Functions via Small Ball Probability of Integrated Brownian Motion
Metric entropy of the class of probability distribution functions on [0, 1] with a k-monotone density is studied through its connection with the small ball probability of k-times integrated Brownian motions.
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ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 2008
ISSN: 1083-589X
DOI: 10.1214/ecp.v13-1357