• DocumentCode
    2057266
  • Title

    A characterization of the multivariate distributions maximizing Renyi entropy

  • Author

    Costa, Jose A. ; Hero, Alfred O. ; Vignat, Christophe

  • Author_Institution
    Dept. of Electr. Eng. & Comput. Sci., Michigan Univ., Ann Arbor, MI, USA
  • fYear
    2002
  • fDate
    2002
  • Firstpage
    263
  • Abstract
    We characterize the multivariate probability distributions that maximize the Renyi entropy under covariance constraint. Then, we show that these distributions are stable under a particular type of convolution.
  • Keywords
    convolution; covariance analysis; entropy; information theory; probability; Renyi entropy maximization; convolution; covariance constraint; information theory; multivariate probability distributions; Constraint theory; Convolution; Databases; Entropy; Indexing; Information theory; Probability distribution; Random variables; Statistical distributions; Stochastic processes;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Theory, 2002. Proceedings. 2002 IEEE International Symposium on
  • Print_ISBN
    0-7803-7501-7
  • Type

    conf

  • DOI
    10.1109/ISIT.2002.1023535
  • Filename
    1023535
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2057266