Gaussian Optimality for Derivatives of Differential Entropy Using Linear Matrix Inequalities †

Let Z be a standard Gaussian random variable, X be independent of Z, and t be a strictly positive scalar. For the derivatives in t of the differential entropy of [Formula: see text] , McKean noticed that Gaussian X achieves the extreme for the first and second derivatives, among distributions with a...

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Detalles Bibliográficos
Autores principales: Zhang, Xiaobing, Anantharam, Venkat, Geng, Yanlin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2018
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7512698/
https://www.ncbi.nlm.nih.gov/pubmed/33265273
http://dx.doi.org/10.3390/e20030182

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7512698/
https://www.ncbi.nlm.nih.gov/pubmed/33265273
http://dx.doi.org/10.3390/e20030182

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