Random maps and Kolmogorov widths
I. A. KorenovskaTheory of Stochastic Processes
Vol.20 (36), no.1, 2015, pp.78-83
In this paper we consider strong random operators. We present the sufficient conditions on a compact set in a Hilbert space under which its image under a Gaussian strong random operator is well-defined and compact. In addition, we investigate the behavior of Kolmogorov widths of some compacts under a Gaussian strong random operator.