• 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 Xt=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