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 Electronic Communications in Probability > Vol. 13 (2008) > Paper 12 open journal systems 


Entropy Estimate for k-Monotone Functions via Small Ball Probability of Integrated Brownian Motions

Fuchang Gao, University of Idaho


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.


Full text: PDF

Pages: 121-130

Published on: March 4, 2008
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Electronic Communications in Probability. ISSN: 1083-589X