Math 2.0

Approximations and expansions Multivariate and nonlinear approximation Concept

Kolmogorov epsilon-entropy

Summary

Let KK be a totally bounded set in a metric space. Its Kolmogorov ε\varepsilon-entropy is the binary logarithm of the least number of pieces of diameter at most 2ε2\varepsilon needed to cover KK. It measures how many bits are needed to describe an element of KK to accuracy ε\varepsilon. Kolmogorov and Tikhomirov studied its growth as ε→0\varepsilon \to 0 for classes of smooth and analytic functions. It gives lower bounds for every method of approximation or coding of the class, linear or not.

Further reading

  1. Web https://en.wikipedia.org/wiki/Covering_number
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