An Integral Representation of the Logarithmic Function with Applications in Information Theory

We explore a well-known integral representation of the logarithmic function, and demonstrate its usefulness in obtaining compact, easily computable exact formulas for quantities that involve expectations and higher moments of the logarithm of a positive random variable (or the logarithm of a sum of...

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Bibliographic Details
Main Authors: Neri Merhav, Igal Sason
Format: Artigo
Language:Inglês
Published: MDPI AG 2019-12-01
Series:Entropy
Subjects:
integral representation
logarithmic expectation
universal data compression
entropy
differential entropy
ergodic capacity
simo channel
multivariate cauchy distribution
Online Access:https://www.mdpi.com/1099-4300/22/1/51
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