Sharp asymptotics of the Kolmogorov entropy for Gaussian measures

TitleSharp asymptotics of the Kolmogorov entropy for Gaussian measures
Publication TypeJournal Article
Year of Publication2004
AuthorsHarald Luschgy, and Gilles Pagès
JournalJournal of Functional Analysis
Volume212
Pagination89 - 120
ISSN0022-1236
KeywordsShannon entropy
Abstract

The sharp asymptotics for the $ L^2 $-quantization errors of Gaussian measures on a Hilbert space and, in particular, for Gaussian processes is derived. The condition imposed is regular variation of the eigenvalues.