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2008 Entropy Estimate for $k$-Monotone Functions via Small Ball Probability of Integrated Brownian Motions
Fuchang Gao
Author Affiliations +
Electron. Commun. Probab. 13: 121-130 (2008). DOI: 10.1214/ECP.v13-1357

Abstract

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.

Citation

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Fuchang Gao. "Entropy Estimate for $k$-Monotone Functions via Small Ball Probability of Integrated Brownian Motions." Electron. Commun. Probab. 13 121 - 130, 2008. https://doi.org/10.1214/ECP.v13-1357

Information

Accepted: 4 March 2008; Published: 2008
First available in Project Euclid: 6 June 2016

zbMATH: 1194.60027
MathSciNet: MR2386068
Digital Object Identifier: 10.1214/ECP.v13-1357

Subjects:
Primary: 46B50 (60G15
Secondary: 62G07)

Keywords: $k$-monotone function , $k$-times integrated Brownian motion , Metric entropy , Small ball probability

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