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arXiv · 2605.28204

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

Viktor Khamzin·Mikhail Lifshits
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Abstract

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

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Viktor Khamzin, Mikhail Lifshits. 2026-05-27. Estimates of $mm$-entropy of a stable L\'evy process. https://arxiv.org/abs/2605.28204

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