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Kybernetika 35(3):333-352, 1999.

The Rényi Distances of Gaussian Measures.

Jiří Michálek


Abstract:

The author in the paper evaluates the R\'enyi distances between two Gaussian measures using properties of nuclear operators and expresses the formula for the asymptotic rate of the R\'enyi distances of stationary Gaussian measures by the corresponding spectral density functions in a general case.


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BIB TeX

@article{kyb:1999:3:333-352,

author = {Mich\'{a}lek, Ji\v{r}\'{\i}},

title = {The Rényi Distances of Gaussian Measures.},

journal = {Kybernetika},

volume = {35},

year = {1999},

number = {3},

pages = {333-352}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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