A de Bruijn's identity for dependent random variables based on copula theory

DOI10.1017/S0269964815000315MaRDI QIDQ5358071zbMATH OpenFDO

Authors Nayereh Bagheri Khoolenjani, Mohammad Hossein Alamatsaz

Publication date 19 September 2017

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Information theory (general) (94A15)

Recommendations

• Extension of de Bruijn's identity to dependent non-Gaussian noise channels
• scientific article; zbMATH DE number 7653414
• deBruijn identities: From Shannon, Kullback-Leibler and Fisher to generalized φ-entropies, φ-divergences and φ-Fisher informations
• Entropy flow and de Bruijn's identity for a class of stochastic differential equations driven by fractional Brownian motion
• INEQUALITIES FOR THE DEPENDENT GAUSSIAN NOISE CHANNELS BASED ON FISHER INFORMATION AND COPULAS

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• Information Theoretic Proofs of Entropy Power Inequalities
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• Mutual Information and Minimum Mean-Square Error in Gaussian Channels
• On Stein's identity and its applications
• On the Equivalence Between Stein and De Bruijn Identities
• Some inequalities satisfied by the quantities of information of Fisher and Shannon
• Some new results on Rényi entropy of residual life and inactivity time
• The Capacity Region of the Gaussian Multiple-Input Multiple-Output Broadcast Channel
• The heat equation and Stein's identity: connections, applications

Cited in

(5)

• Entropy flow and de Bruijn's identity for a class of stochastic differential equations driven by fractional Brownian motion
• scientific article; zbMATH DE number 7653414 (Why is no real title available?)
• Extension of de Bruijn's identity to dependent non-Gaussian noise channels
• INEQUALITIES FOR THE DEPENDENT GAUSSIAN NOISE CHANNELS BASED ON FISHER INFORMATION AND COPULAS
• An alternative proof for the minimum Fisher information of Gaussian distribution

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