DocumentCode
906362
Title
The convolution inequality for entropy powers
Author
Blachman, Nelson M.
Volume
11
Issue
2
fYear
1965
fDate
4/1/1965 12:00:00 AM
Firstpage
267
Lastpage
271
Abstract
The entropy power of a band-limited random process is the power of white Gaussian noise having the same entropy rate. Shannon´s convolution inequality for entropy power states that the entropy power of the sum of two independent random processes is at least the sum of their entropy powers. This paper presents an improved version of Stam´s proof of this inequality, which is obtained by mathematical induction from the one-dimensional case.
Keywords
Convolution; Entropy functions; Bandwidth; Convolution; Covariance matrix; Entropy; Gaussian noise; Gaussian processes; Random processes; Random variables; Statistics; Upper bound;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1965.1053768
Filename
1053768
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