Let $Omega$ be a bounded closed convex set in ${mathbb R}^d$ with non-empty interior, and let ${cal C}_r(Omega)$ be the class of convex functions on $Omega$ with $L^r$-norm bounded by $1$. We obtain sharp estimates of the $epsilon$-entropy of ${cal C
}_r(Omega)$ under $L^p(Omega)$ metrics, $1le p<rle infty$. In particular, the results imply that the universal lower bound $epsilon^{-d/2}$ is also an upper bound for all $d$-polytopes, and the universal upper bound of $epsilon^{-frac{(d-1)}{2}cdot frac{pr}{r-p}}$ for $p>frac{dr}{d+(d-1)r}$ is attained by the closed unit ball. While a general convex body can be approximated by inscribed polytopes, the entropy rate does not carry over to the limiting body. Our results have applications to questions concerning rates of convergence of nonparametric estimators of high-dimensional shape-constrained functions.
We study the small deviation probabilities of a family of very smooth self-similar Gaussian processes. The canonical process from the family has the same scaling property as standard Brownian motion and plays an important role in the study of zeros o
f random polynomials. Our estimates are based on the entropy method, discovered in Kuelbs and Li (1992) and developed further in Li and Linde (1999), Gao (2004), and Aurzada et al. (2009). While there are several ways to obtain the result w.r.t. the $L_2$ norm, the main contribution of this paper concerns the result w.r.t. the supremum norm. In this connection, we develop a tool that allows to translate upper estimates for the entropy of an operator mapping into $L_2[0,1]$ by those of the operator mapping into $C[0,1]$, if the image of the operator is in fact a Holder space. The results are further applied to the entropy of function classes, generalizing results of Gao et al. (2010).
A bracketing metric entropy bound for the class of Laplace transforms of probability measures on [0,infty) is obtained through its connection with the small deviation probability of a smooth Gaussian process. Our results for the particular smooth Gaussian process seem to be of independent interest.
