English

Estimates of $mm$-entropy of a stable L\'evy process

Probability 2026-05-28 v1

Abstract

In the article the mmmm-entropy (an entropy of a metric measure space) introduced by C. Shannon is evaluated for an α\alpha-stable L\'evy process. For α<1\alpha<1 the double-sided estimates of the same order are obtained for process distribution in Skorokhod space.

Keywords

Cite

@article{arxiv.2605.28204,
  title  = {Estimates of $mm$-entropy of a stable L\'evy process},
  author = {Viktor Khamzin and Mikhail Lifshits},
  journal= {arXiv preprint arXiv:2605.28204},
  year   = {2026}
}