2000 character limit reached
A de Bruijn identity for symmetric stable laws (1310.2045v1)
Published 8 Oct 2013 in cs.IT, math.IT, and math.PR
Abstract: We show how some attractive information--theoretic properties of Gaussians pass over to more general families of stable densities. We define a new score function for symmetric stable laws, and use it to give a stable version of the heat equation. Using this, we derive a version of the de Bruijn identity, allowing us to write the derivative of relative entropy as an inner product of score functions. We discuss maximum entropy properties of symmetric stable densities.
Collections
Sign up for free to add this paper to one or more collections.
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.
