DocumentCode
873219
Title
Convergence of differential entropies
Author
Godavarti, Mahesh ; Hero, Alfred
Author_Institution
Ditech Commun., Inc., Mountain View, CA, USA
Volume
50
Issue
1
fYear
2004
Firstpage
171
Lastpage
176
Abstract
Calculation of the differential entropy of the limiting density of a sequence of probability density functions (pdf) is an interesting mathematical problem and is important in asymptotic analysis of communication systems. In such cases, it would be of interest to know if the limit of the differential entropies Hn, corresponding to the sequence of pdf fn, is equal to the differential entropy H, of the limiting pdf f. In this correspondence, we establish sufficient conditions under which Hn → H.
Keywords
convergence; entropy; probability; sequences; asymptotic analysis; communication systems; convergence; differential entropies; differential entropy; limiting density; pdf sequence; probability density functions; Convergence; Covariance matrix; Eigenvalues and eigenfunctions; Entropy; Interference cancellation; Interference suppression; Multiaccess communication; Notice of Violation; Random variables; System performance;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.2003.821979
Filename
1262625
Link To Document