Lecture 5: Entropy numbers and the Kolmogorov chain technique
Feng Dai教授系列讲座
报告题目(Title):Lecture 5: Entropy numbers and the Kolmogorov chain technique
报告人(Speaker):Feng Dai 教授 (University of Alberta, Canada)
地点(Place):后主楼1220室
时间(Time):2019年12月28日上午8:00至12:00
邀请人(Inviter):杨大春
报告摘要
The concept of entropy is also known as the Kolmogorov entropy or the metric entropy. The entropy concept allows one to measure the size of a compact set. In this lecture, I will review the definition and certain basic properties of entropy. After that, I will discuss the Kolmogorov chain technique and show how to apply this technique to estimate the supremum of certain stochastic processes via entropy numbers.