Asymptotic Behavior of Nonanticipative Epsilon-Entropy for Gaussian Processes

We describe a class of stationary Gaussian processes for which the nonanticipative epsilon-entropy per unit time [A. K. Gorbunov and M. S. Pinsker, Probl. Peredachi Inf., 23, No. 2, 3–8 (1987)] is asymptotically $(\epsilon^2\to 0)$ identical with the Shannon rate distortion.