Properties of Various Entropies of Gaussian Distribution and Comparison of Entropies of Fractional Processes

Properties of Various Entropies of Gaussian Distribution and Comparison of Entropies of Fractional Processes

We consider five types of entropies for Gaussian distribution: Shannon, Rényi, generalized Rényi, Tsallis and Sharma–Mittal entropy, establishing their interrelations and their properties as the functions of parameters. Then, we consider fractional Gaussian processes, namely fractional, subfractiona...

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Bibliographic Details
Main Authors: Anatoliy Malyarenko, Yuliya Mishura, Kostiantyn Ralchenko, Yevheniia Anastasiia Rudyk
Format: Article
Language:English
Published: MDPI AG 2023-10-01
Series:Axioms
Subjects:
Shannon entropy
Rényi entropy
Tsallis entropy
Sharma–Mittal entropy
normal distribution
fractional Brownian motion
Online Access:https://www.mdpi.com/2075-1680/12/11/1026

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