• DocumentCode
    3066304
  • Title

    The entropies of the sum and the difference of two IID random variables are not too different

  • Author

    Madiman, Mokshay ; Kontoyiannis, Ioannis

  • Author_Institution
    Dept. of Stat., Yale Univ., New Haven, CT, USA
  • fYear
    2010
  • fDate
    13-18 June 2010
  • Firstpage
    1369
  • Lastpage
    1372
  • Abstract
    Consider the entropy increase h(Y + Y´) - h(Y) of the sum of two continuous i.i.d. random variables Y, Y´, and the corresponding entropy increase h(Y - Y´) - h(Y) of their difference. We show that the ratio between these two quantities always lies between 1/2 and 2. This complements a recent result of Lapidoth and Pete, showing that the difference h(Y + Y´) - h(Y - Y´) may be arbitrarily large. Corresponding results are discussed for the discrete entropy, and connections are drawn with exciting recent mathematical work in the area of additive combinatorics.
  • Keywords
    entropy; IID random variables entropies; additive combinatorics; discrete entropy; Arithmetic; Combinatorial mathematics; Density functional theory; Density measurement; Entropy; Informatics; Prototypes; Random variables; Statistics; Terminology;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Theory Proceedings (ISIT), 2010 IEEE International Symposium on
  • Conference_Location
    Austin, TX
  • Print_ISBN
    978-1-4244-7890-3
  • Electronic_ISBN
    978-1-4244-7891-0
  • Type

    conf

  • DOI
    10.1109/ISIT.2010.5513562
  • Filename
    5513562