Title :
Convergence of differential entropies
Author :
Godavarti, Mahesh ; Hero, Alfred O.
Author_Institution :
Altra Broadband Inc., Irvine, CA, USA
Abstract :
Calculation of the differential entropy of the limiting density of a sequence of probability density functions is important in the field of entropy estimation. In such cases it would be of interest to know if the limit of the differential entropies corresponding to the sequence of probability density function is equal to the differential entropy of the limiting probability density function. In this paper, we establish sufficient conditions under which the above is true.
Keywords :
convergence; entropy; information theory; probability; convergence; differential entropy; entropy estimation; limiting density function; probability density functions; sufficient conditions; Communication systems; Convergence; Density functional theory; Entropy; Independent component analysis; Performance analysis; Probability density function; Random variables; Rician channels; Sufficient conditions;
Conference_Titel :
Information Theory, 2002. Proceedings. 2002 IEEE International Symposium on
Print_ISBN :
0-7803-7501-7
DOI :
10.1109/ISIT.2002.1023534
