A pathway to multivariate Gaussian density
Statistical Mechanics
2014-09-09 v1
Abstract
A general principle called "conservation of the ellipsoid of concentration" is introduced and a generalized entropic form of order 'alpha' is optimized under this principle. It is shown that this can produce a density which can act as a pathway to multivariate Gaussian density. The resulting entropic pathway contains as special cases the Boltzmann-Gibbs (Shannon) and Tsallis (Havrda-Charvat) entropic forms.
Keywords
Cite
@article{arxiv.0709.3820,
title = {A pathway to multivariate Gaussian density},
author = {H. J. Haubold and A. M. Mathai and S. Thomas},
journal= {arXiv preprint arXiv:0709.3820},
year = {2014}
}
Comments
9 pages, 3 figures