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arxiv: 1201.5241 · v1 · pith:JBGG3N2Anew · submitted 2012-01-25 · 💻 cs.IT · math.IT

Entropy functions and determinant inequalities

classification 💻 cs.IT math.IT
keywords functionsinequalitiesdeterminantboundsconedefiniteentropymatrices
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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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