The Relative Entropy of a Random Vector with Respect to Another Random Vector.

Abstract

This paper discusses some problems connected with the concept of entropy. Keywords: Additivity theorems; Entropy; Information theory. Relative entropy is defined as h (xi:eta) + h(xi:eta) a measure of the random variables xi eta.

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1985
Accession Number
ADA164093

Entities

People

  • M. Rosenblatt-roth

Organizations

  • University of Pittsburgh

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Abstracts
  • Air Force
  • Algebra
  • Inequalities
  • Information Theory
  • Integrals
  • Markov Chains
  • Multivariate Analysis
  • Numbers
  • Probability
  • Probability Distributions
  • Random Variables
  • Scientific Research
  • Security
  • Sequences
  • Theorems
  • United States

Fields of Study

  • Mathematics

Readers

  • Analytical Mechanics
  • Mathematical Modeling and Probability Theory.