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Viktor Khamzin

Publications and source records attributed to Viktor Khamzin.

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

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.

math.PR