The Renyi distances of Gaussian measures

Authors
Michalek, J
Citation
J. Michalek, The Renyi distances of Gaussian measures, KYBERNETIKA, 35(3), 1999, pp. 333-352
Citations number
14
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
KYBERNETIKA
ISSN journal
00235954 → ACNP
Volume
35
Issue
3
Year of publication
1999
Pages
333 - 352
Database
ISI
SICI code
0023-5954(1999)35:3<333:TRDOGM>2.0.ZU;2-8
Abstract
The author in the paper evaluates the Renyi distances between two Gaussian measures using properties of nuclear operators and expresses the formula fo r the asymptotic rate of the Renyi distances of stationary Gaussian measure s by the corresponding spectral density functions in a general case.