Entropy functions and determinant inequalities

Details Entropy functions and determinant inequalities Entropy functions and determinant inequalities

2012-01-25

arxiv.org/abs/1201.5241v1

Computer Science

Information Theory

submitted to ISIT 2012

Scientific paper

In this paper, we show that the characterisation of all determinant inequalities for $n \times n$ positive definite matrices is equivalent to determining the smallest closed and convex cone containing all entropy functions induced by $n$ scalar Gaussian random variables. We have obtained inner and outer bounds on the cone by using representable functions and entropic functions. In particular, these bounds are tight and explicit for $n \le 3$, implying that determinant inequalities for $3 \times 3$ positive definite matrices are completely characterized by Shannon-type information inequalities.

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