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
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;
Conference_Titel :
Information Theory Proceedings (ISIT), 2012 IEEE International Symposium on
Conference_Location :
Cambridge, MA
Print_ISBN :
978-1-4673-2580-6
Electronic_ISBN :
2157-8095
DOI :
10.1109/ISIT.2012.6283057