DocumentCode
940844
Title
A new entropy power inequality
Author
Costa, Max H M
Author_Institution
Stanford University, Standford, CA, USA
Volume
31
Issue
6
fYear
1985
fDate
11/1/1985 12:00:00 AM
Firstpage
751
Lastpage
760
Abstract
A strengthened version of Shannon´s entropy power inequality for the case where one of the random vectors involved is Gaussian is proved. In particular it is shown that if independent Gaussian noise is added to an arbitrary, multivariate random variable, the entropy power of the resulting random variable is a concave function of the variance (power) of the added noise. The strengthened inequality is shown to hold for the class of stable distributions.
Keywords
Entropy; Gaussian processes; Additive noise; Covariance matrix; Entropy; Gaussian distribution; Gaussian noise; Information theory; Matrices; Probability density function; Probability distribution; Random variables;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1985.1057105
Filename
1057105
Link To Document