DocumentCode
1174829
Title
Simple proof of the concavity of the entropy power with respect to added Gaussian noise
Author
Dembo, A.
Author_Institution
Inf. Systs. Lab., Stanford Univ., CA
Volume
35
Issue
4
fYear
1989
fDate
7/1/1989 12:00:00 AM
Firstpage
887
Lastpage
888
Abstract
A very simple proof of M.H. Costa´s result (see ibid., vol.IT-31, p.751-60, 1985) that the entropy power of X t=X +N (O,tI ) is concave in t , is derived as an immediate consequence of an inequality concerning Fisher information. This relationship between Fisher information and entropy is found to be useful for proving the central limit theorem. Thus, one who seeks new entropy inequalities should try first to find new equalities about Fisher information, or at least to exploit the existing ones in new ways
Keywords
entropy; information theory; Fisher information; Gaussian noise; central limit theorem; concavity; entropy power; inequality; Cramer-Rao bounds; Entropy; Gaussian distribution; Gaussian noise; Interference channels; Random variables;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.32166
Filename
32166
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