Sensitivity of ε-entropy of stationary gaussian processes with continuous time

Let N=N(t) and Z=Z(t) be independent processes with continuous time (the process N(t) is gaussian one). Let us designate ε-entropy per time unit of the process N+θZ with respect to the mean-square accuracy criterion as H_ε(N+ΘZ). It is shown that, when Z is entropy-regular process, a limit of [H_ε(N+ΘZ)-N_ε(N)] exists in Θ values tending to infinity which is called as ε-entropy sensitivity. An explicit expression is obtained for this limit through the terms of spectral densities of processes N and Z. Analogous results for processes with discrete times were obtained earlier.