Estimates of mm-entropy of a stable L\'evy process
classification
🧮 math.PR
keywords
entropyprocessalphaestimatesspacestablearticledistribution
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In the article the $mm$-entropy (an entropy of a metric measure space) introduced by C. Shannon is evaluated for an $\alpha$-stable L\'evy process. For $\alpha<1$ the double-sided estimates of the same order are obtained for process distribution in Skorokhod space.
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