On the Distribution of the Information Density of Gaussian Random Vectors: Explicit Formulas and Tight Approximations
Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Huffmann, Jonathan E. W. ; Mittelbach, Martin
Stichworte:
Article ; information density ; information spectrum ; probability density function ; cumulative distribution function ; central moments ; Gaussian random vector ; canonical correlation analysis