Title :
A characterization of the multivariate distributions maximizing Renyi entropy
Author :
Costa, Jose A. ; Hero, Alfred O. ; Vignat, Christophe
Author_Institution :
Dept. of Electr. Eng. & Comput. Sci., Michigan Univ., Ann Arbor, MI, USA
Abstract :
We characterize the multivariate probability distributions that maximize the Renyi entropy under covariance constraint. Then, we show that these distributions are stable under a particular type of convolution.
Keywords :
convolution; covariance analysis; entropy; information theory; probability; Renyi entropy maximization; convolution; covariance constraint; information theory; multivariate probability distributions; Constraint theory; Convolution; Databases; Entropy; Indexing; Information theory; Probability distribution; Random variables; Statistical distributions; Stochastic processes;
Conference_Titel :
Information Theory, 2002. Proceedings. 2002 IEEE International Symposium on
Print_ISBN :
0-7803-7501-7
DOI :
10.1109/ISIT.2002.1023535
