... NEGENTROPY183whereygaussis a gaussian random vector of the same correlation (and covariance)matrix asy. Due to the above-mentioned properties, negentropy is always nonneg-ative, and it is zero if and only ifyhas ... see Chapter 5. The entropy of a randomvariable is related to the information that the observation of the variable gives. Themore “random”, i.e., unpredictable and unstructured the variable is, ... landscape of kurtosis. The thick curve is the unit sphere, and the thin curves are the contours whereFin (8.11) is constant.the ones whenyequals one of the independent componentssi, and...