DocumentCode
3113392
Title
Entropy functions and determinant inequalities
Author
Chan, Terence ; Guo, Dongning ; Yeung, Raymond
Author_Institution
Inst. of Telecommun. Res., Univ. of South Australia, Mawson Lakes, SA, Australia
fYear
2012
fDate
1-6 July 2012
Firstpage
1251
Lastpage
1255
Abstract
In this paper, we show that the characterisation of all determinant inequalities for n × n positive definite matrices is equivalent to determining the smallest closed and convex cone containing all entropy functions induced by n scalar jointly Gaussian random variables. We have obtained inner and outer bounds on the cone by using representable functions and entropic functions. In particular, these bounds are tight and explicit for n ≤ 3, implying that determinant inequalities for 3 × 3 positive definite matrices are completely characterized by Shannon-type information inequalities.
Keywords
Gaussian distribution; Gaussian processes; entropy; geometry; matrix algebra; random processes; Gaussian distribution; Shannon-type information inequalities; closed cone; convex cone; determinant inequalities; entropy functions; positive definite matrices; representable functions; scalar jointly Gaussian random variables; Cramer-Rao bounds; Educational institutions; Entropy; Information theory; Linear matrix inequalities; Random variables; Vectors; Entropy; Gaussian distribution; rank functions;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Theory Proceedings (ISIT), 2012 IEEE International Symposium on
Conference_Location
Cambridge, MA
ISSN
2157-8095
Print_ISBN
978-1-4673-2580-6
Electronic_ISBN
2157-8095
Type
conf
DOI
10.1109/ISIT.2012.6283057
Filename
6283057
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