Title :
Affine Moments of a Random Vector
Author :
Lutwak, Erwin ; Songjun Lv ; Deane Yang ; Gaoyong Zhang
Author_Institution :
Dept. of Math., Polytech. Inst. of New York Univ., Brooklyn, NY, USA
Abstract :
An affine invariant pth moment measure is defined for a random vector and used to prove sharp moment-entropy inequalities that are more general and stronger than standard moment-entropy inequalities.
Keywords :
Gaussian distribution; affine transforms; entropy; vectors; affine invariant pth moment measure; affine moments; random vector; sharp moment-entropy inequality; standard moment-entropy inequality; Covariance matrices; Ellipsoids; Entropy; Information theory; Standards; Vectors; Affine moment; Gaussian; Rényi entropy; Shannon entropy; Shannon theory; entropy; entropy inequality; generalized Gaussian; information measure; information theory; moment;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.2013.2258457
