On theepsilon-entropy of certain Gaussian processes
- 1 March 1974
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 20 (2) , 190-196
- https://doi.org/10.1109/tit.1974.1055203
Abstract
A condition on the eigenvalues of two Gaussian processes is given that is sufficient for the boundedness of the difference of their\varepsilon-entropies. It is also proved that the difference between the\varepsilon-entropies of two strongly equivalent Gaussian processes is bounded. The relation between the\varepsilon-entropies of equivalent (or strongly equivalent) Gaussian processes is used for obtaining the asymptotic behavior (as\varepsilongoes to zero) of the\varepsilon-entropy of certain processes.Keywords
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