Entropy Inequalities for the generalized Gaussian

The target of this paper is to discuss the existent Poincaré and Logarithm Sobolev Inequalities (PI and LSI resp.) for the Gaussian (normal) distribution which is essential in theoretical Statistics and plays an important role in Information Theory and Statistics. The adopted Mathematical backround...

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Bibliographic Details
Published inProceedings of the ITI 2010, 32nd International Conference on Information Technology Interfaces pp. 551 - 556
Main Authors Kitsos, C P, Toulias, T L
Format Conference Proceeding
LanguageEnglish
Published IEEE 01.06.2010
Subjects
Channel capacity
Covariance matrix
Entropy
Entropy power
Gaussian distribution
Information measures
Large scale integration
Logarithmic Sobolev Inequalities
Poincaré Inequalities
Space technology
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Summary:The target of this paper is to discuss the existent Poincaré and Logarithm Sobolev Inequalities (PI and LSI resp.) for the Gaussian (normal) distribution which is essential in theoretical Statistics and plays an important role in Information Theory and Statistics. The adopted Mathematical backround is usually simplified in practical applications. The entropy, energy and variance are related through some order due to PI and LSI. The extended multivariate normal, being a generalized Gaussian, also obeys to LSI.
ISBN:9781424457328
1424457327
ISSN:1330-1012