A pathway to multivariate Gaussian density

Source: arXiv


A general principle called “conservation of the ellipsoid of concentration ” is introduced and a generalized entropic form of order α 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-Charvát) entropic forms. Key words: Multivariate Gaussian density; pathway model; generalized entropic form of order α; ellipsoid of concentration; conservation principle. 1

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Available from: Hans Joachim Haubold, Dec 12, 2012
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