Title :
Beyond the Entropy Power Inequality, via Rearrangements
Author :
Liyao Wang ; Madiman, Mokshay
Author_Institution :
Dept. of Phys., Yale Univ., New Haven, CT, USA
Abstract :
A lower bound on the Rényi differential entropy of a sum of independent random vectors is demonstrated in terms of rearrangements. For the special case of Boltzmann-Shannon entropy, this lower bound is better than that given by the entropy power inequality. Several applications are discussed, including a new proof of the classical entropy power inequality and an entropy inequality involving symmetrization of Lévy processes.
Keywords :
entropy; stochastic processes; vectors; Boltzmann-Shannon entropy; Lévy process symmetrization; Rényi differential entropy; entropy power inequality; rearrangements; sum-of-independent random vectors; Convergence; Convolution; Electronic mail; Entropy; Probability density function; Random variables; Vectors; Entropy power inequality; R??nyi entropy; majorization; spherically symmetric rearrangement;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.2014.2338852