Gaussian Optimality for Derivatives of Differential Entropy Using Linear Matrix Inequalities
نویسندگان
چکیده
منابع مشابه
Gaussian Optimality for Derivatives of Differential Entropy Using Linear Matrix Inequalities
Let Z be a standard Gaussian random variable, X be independent of Z, and t be a strictly positive scalar. For the derivatives in t of the differential entropy of X + √ tZ, McKean noticed that Gaussian X achieves the extreme for the first and second derivatives, among distributions with a fixed variance, and he conjectured that this holds for general orders of derivatives. This conjecture implie...
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ژورنال
عنوان ژورنال: Entropy
سال: 2018
ISSN: 1099-4300
DOI: 10.3390/e20030182