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


 
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1. Title Title of document Entropy Estimate for $k$-Monotone Functions via Small Ball Probability of Integrated Brownian Motions
 
2. Creator Author's name, affiliation, country Fuchang Gao; University of Idaho
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) metric entropy, $k$-monotone function, small ball probability, $k$-times integrated Brownian motion
 
3. Subject Subject classification 46B50 (60G15, 62G07)
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) NSF
 
7. Date (YYYY-MM-DD) 2008-03-04
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1357
 
10. Identifier Digital Object Identifier 10.1214/ECP.v13-1357
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 13
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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