• 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