On the Decrease Rate of the Non-Gaussianness of the Sum of Independent Random Variables
| dc.creator | Binia, Jacob | |
| dc.date | 2006-12-17 | |
| dc.date.accessioned | 2026-07-07T08:16:52Z | |
| dc.date.available | 2026-07-07T08:16:52Z | |
| dc.description | Several proofs of the monotonicity of the non-Gaussianness (divergence with respect to a Gaussian random variable with identical second order statistics) of the sum of n independent and identically distributed (i.i.d.) random variables were published. We give an upper bound on the decrease rate of the non-Gaussianness which is proportional to the inverse of n, for large n. The proof is based on the relationship between non-Gaussianness and minimum mean-square error (MMSE) and causal minimum mean-square error (CMMSE) in the time-continuous Gaussian channel. | |
| dc.description | Submitted to the Trasactions of the IEEE on Information Theory | |
| dc.identifier | https://arxiv.org/abs/cs/0612080 | |
| dc.identifier | http://arxiv.org/abs/cs/0612080 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/133938 | |
| dc.subject | Information Theory | |
| dc.title | On the Decrease Rate of the Non-Gaussianness of the Sum of Independent Random Variables | |
| dc.type | text |