• DocumentCode
    659132
  • Title

    Asymptotically equivalent sequences of matrices and relative entropy

  • Author

    Gutierrez-Gutierrez, Jesus ; Crespo, P.M.

  • Author_Institution
    CEIT, Univ. of Navarra, San Sebastian, Spain
  • fYear
    2013
  • fDate
    9-13 Sept. 2013
  • Firstpage
    1
  • Lastpage
    4
  • Abstract
    In this paper we prove the asymptotic formula that has been recently used as a numerical integration method to approximate the relative entropy (or Kullback-Leibler distance) between two probability density functions with bounded support in terms of functions of Hermitian Toeplitz matrices. To prove that asymptotic formula we use the Gray concept of asymptotically equivalent sequences of matrices.
  • Keywords
    Hermitian matrices; Toeplitz matrices; entropy; integration; probability; Gray concept; Hermitian Toeplitz matrices; Kullback-Leibler distance; asymptotic formula; asymptotically equivalent sequences; bounded support; numerical integration method; probability density functions; relative entropy; Educational institutions; Eigenvalues and eigenfunctions; Entropy; Equations; Information theory; Matrix decomposition; Probability density function;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Theory Workshop (ITW), 2013 IEEE
  • Conference_Location
    Sevilla
  • Print_ISBN
    978-1-4799-1321-3
  • Type

    conf

  • DOI
    10.1109/ITW.2013.6691255
  • Filename
    6691255
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=659132