A multivariate generalization of Costa's entropy power inequality

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dc.creatorPayaró, M.
dc.creatorPalomar, D. P.
dc.date2008-04-29
dc.date.accessioned2026-07-07T09:35:48Z
dc.date.available2026-07-07T09:35:48Z
dc.descriptionA simple multivariate version of Costa's entropy power inequality is proved. In particular, it is shown that if independent white Gaussian noise is added to an arbitrary multivariate signal, the entropy power of the resulting random variable is a multidimensional concave function of the individual variances of the components of the signal. As a side result, we also give an expression for the Hessian matrix of the entropy and entropy power functions with respect to the variances of the signal components, which is an interesting result in its own right.
dc.descriptionProceedings of the 2008 IEEE International Symposium on Information Theory, Toronto, ON, Canada, July 6 - 11, 2008
dc.identifierhttps://arxiv.org/abs/0804.4517
dc.identifierhttp://arxiv.org/abs/0804.4517
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/159951
dc.subjectInformation Theory
dc.titleA multivariate generalization of Costa's entropy power inequality
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