Affine Moments of a Random Vector

Research output: Contribution to journalArticle

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.

Original languageEnglish (US)
Article number6524015
Pages (from-to)5592-5599
Number of pages8
JournalIEEE Transactions on Information Theory
Volume59
Issue number9
DOIs
StatePublished - 2013

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entropy
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Keywords

  • Affine moment
  • entropy
  • entropy inequality
  • Gaussian
  • generalized Gaussian
  • information measure
  • information theory
  • moment
  • Rényi entropy
  • Shannon entropy
  • Shannon theory

ASJC Scopus subject areas

  • Information Systems
  • Computer Science Applications
  • Library and Information Sciences

Cite this

Affine Moments of a Random Vector. / Lutwak, Erwin; Lv, Songjun; Yang, Deane; Zhang, Gaoyong.

In: IEEE Transactions on Information Theory, Vol. 59, No. 9, 6524015, 2013, p. 5592-5599.

Research output: Contribution to journalArticle

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KW - Rényi entropy

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