Weighted Gaussian entropy and determinant inequalities

Published 7 May 2015 in cs.IT and math.IT | (1505.01753v1)

Abstract: We produce a series of results extending information-theoretical inequalities (discussed by Dembo--Cover--Thomas in 1989-1991) to a weighted version of entropy. The resulting inequalities involve the Gaussian weighted entropy; they imply a number of new relations for determinants of positive-definite matrices.

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