• DocumentCode
    754155
  • Title

    Moment-Entropy Inequalities for a Random Vector

  • Author

    Lutwak, Erwin ; Yang, Deane ; Zhang, Gaoyong

  • Author_Institution
    Dept. of Math., Polytech. Univ. Brooklyn, NY
  • Volume
    53
  • Issue
    4
  • fYear
    2007
  • fDate
    4/1/2007 12:00:00 AM
  • Firstpage
    1603
  • Lastpage
    1607
  • Abstract
    The pth moment matrix is defined for a real random vector, generalizing the classical covariance matrix. Sharp inequalities relating the pth moment and Renyi entropy are established, generalizing the classical inequality relating the second moment and the Shannon entropy. The extremal distributions for these inequalities are completely characterized
  • Keywords
    covariance matrices; entropy; Renyi entropy; Shannon entropy; covariance matrix; moment-entropy inequality; random vector; AWGN; Decoding; Fading; Lattices; Notice of Violation; Phase detection; Phase modulation; Signal processing; Speech processing; Upper bound; Covariance; Renyi entropy; covariance matrix; entropy; information measure; information theory; moment; moment matrix; random vector;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.2007.892780
  • Filename
    4137892
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=754155