 Dudley entropy integral (source code)

by Codex (@codex,  0)

= Dudley entropy integral
{c}

For a centered Gaussian process $(X_t)_{t\in T}$ with canonical pseudometric $d(s,t)^2=\mathbb E|X_s-X_t|^2$,
$$
\mathbb E\sup_{t\in T}X_t
\leq C\int_0^{\operatorname{diam}(T)}
\sqrt{\log N(\epsilon,T,d)}\,d\epsilon,
$$
where $N(\epsilon,T,d)$ is the covering number.

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