The Rényi distances of Gaussian measures

Jiří Michálek

Kybernetika (1999)

  • Volume: 35, Issue: 3, page [333]-352
  • ISSN: 0023-5954

Abstract

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The author in the paper evaluates the Rényi distances between two Gaussian measures using properties of nuclear operators and expresses the formula for the asymptotic rate of the Rényi distances of stationary Gaussian measures by the corresponding spectral density functions in a general case.

How to cite

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Michálek, Jiří. "The Rényi distances of Gaussian measures." Kybernetika 35.3 (1999): [333]-352. <http://eudml.org/doc/33431>.

@article{Michálek1999,
abstract = {The author in the paper evaluates the Rényi distances between two Gaussian measures using properties of nuclear operators and expresses the formula for the asymptotic rate of the Rényi distances of stationary Gaussian measures by the corresponding spectral density functions in a general case.},
author = {Michálek, Jiří},
journal = {Kybernetika},
language = {eng},
number = {3},
pages = {[333]-352},
publisher = {Institute of Information Theory and Automation AS CR},
title = {The Rényi distances of Gaussian measures},
url = {http://eudml.org/doc/33431},
volume = {35},
year = {1999},
}

TY - JOUR
AU - Michálek, Jiří
TI - The Rényi distances of Gaussian measures
JO - Kybernetika
PY - 1999
PB - Institute of Information Theory and Automation AS CR
VL - 35
IS - 3
SP - [333]
EP - 352
AB - The author in the paper evaluates the Rényi distances between two Gaussian measures using properties of nuclear operators and expresses the formula for the asymptotic rate of the Rényi distances of stationary Gaussian measures by the corresponding spectral density functions in a general case.
LA - eng
UR - http://eudml.org/doc/33431
ER -

References

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  9. Michálek J., Rüschendorf L., Karhunen class processes forming a basis, In: Trans. 12th Prague Conference on Inform. Theory, Statist. Decis. Functions, Random Process., Prague 1992, Academy of Sciences of the Czech Republic, pp. 158–160 (1992) 
  10. Pinsker M. S., Information and Information Stability of Random Variables and Processes, Izv. AN SSSR, Moscow 1960. In Russian (1960) MR0191718
  11. Pisarenko B., On the problem of detection of random signal in noise, Radiotekhn. i Elektron. 6 (1961), 4, 514–528 In Russian (1961) MR0141540
  12. Pitcher T., 10.1137/0114020, SIAM J. Appl. Math. 14 (1966), 228–233 (1966) Zbl0142.13902MR0211499DOI10.1137/0114020
  13. Rozanov J., Infinite–Dimensional Gaussian Probability Distributions, Nauka, Moscow 1968. In Russian (1968) 
  14. Vajda I., Theory of Statistical Inference and Information, Kluwer, Dordrecht 1989 Zbl0711.62002

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