Affine Moments of a Random Vector

Erwin Lutwak; Songjun Lv; Deane Yang; Gaoyong Zhang

doi:10.1109/TIT.2013.2258457

Affine Moments of a Random Vector

Erwin Lutwak, Songjun Lv, Deane Yang, Gaoyong Zhang

Mathematics

Research output: Contribution to journal › Article › peer-review

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 language	English (US)
Article number	6524015
Pages (from-to)	5592-5599
Number of pages	8
Journal	IEEE Transactions on Information Theory
Volume	59
Issue number	9
DOIs	https://doi.org/10.1109/TIT.2013.2258457
State	Published - 2013

Keywords

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

ASJC Scopus subject areas

Information Systems
Computer Science Applications
Library and Information Sciences

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10.1109/TIT.2013.2258457

Cite this

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title = "Affine Moments of a Random Vector",

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 = "Affine moment, Gaussian, R{\'e}nyi entropy, Shannon entropy, Shannon theory, entropy, entropy inequality, generalized Gaussian, information measure, information theory, moment",

author = "Erwin Lutwak and Songjun Lv and Deane Yang and Gaoyong Zhang",

year = "2013",

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language = "English (US)",

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AU - Yang, Deane

AU - Zhang, Gaoyong

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KW - Gaussian

KW - Rényi entropy

KW - Shannon entropy

KW - Shannon theory

KW - entropy

KW - entropy inequality

KW - generalized Gaussian

KW - information measure

KW - information theory

KW - moment

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Affine Moments of a Random Vector

Abstract

Keywords

ASJC Scopus subject areas

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