Cargando…
On the Distribution of the Information Density of Gaussian Random Vectors: Explicit Formulas and Tight Approximations
Based on the canonical correlation analysis, we derive series representations of the probability density function (PDF) and the cumulative distribution function (CDF) of the information density of arbitrary Gaussian random vectors as well as a general formula to calculate the central moments. Using...
| Autores principales: | , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2022
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9323744/ https://www.ncbi.nlm.nih.gov/pubmed/35885147 http://dx.doi.org/10.3390/e24070924 |