Keywords
maximum entropy theorem
Christoffel-Darboux formula
procesos multivariados
teorema de entropía máxima
fórmula de Christoffel-Darboux
How to Cite
Abstract
In this article we introduce some matrix manipulations that allow us to obtain a version of the original Christoffel-Darboux formula, which is of interest in many applications of linear algebra. Using these developments matrix and Jensen’s inequality, we obtain the main result of this proposal, which is the generalization of the maximum entropy theorem of Burg for multivariate processes.
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