@article{payaro:TIT09, title = "{Hessian and concavity of mutual information, differential entropy, and entropy power in linear vector Gaussian channels}", author = "M.~Payar\'o and D.~P.~Palomar", journal = "{IEEE} Trans. on Information Theory", volume = "55", number = "8", month = "Aug.", pages = "3613 - 3628", year = {2009} }