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We study the compact embedding between smoothness Morrey spaces on bounded domains and characterise its entropy numbers. Here we discover a new phenomenon when the difference of smoothness parameters in the source and target spaces is rather small compared with the influence of the fine parameters in the Morrey setting. In view of some partial forerunners this was not to be expected till now. Our argument relies on wavelet decomposition techniques of the function spaces and a careful study of the related sequence space setting.

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