DocumentCode
2979544
Title
The entropy power of a sum is fractionally superadditive
Author
Madiman, Mokshay ; Ghassemi, Farhad
Author_Institution
Dept. of Stat., Yale Univ., New Haven, CT, USA
fYear
2009
fDate
June 28 2009-July 3 2009
Firstpage
295
Lastpage
298
Abstract
It is shown that the entropy power of a sum of independent random vectors, seen as a set function, is fractionally superadditive. This resolves a conjecture of the first author and A. R. Barron, and implies in particular all previously known entropy power inequalities for independent random variables. It is also shown that, for general dimension, the entropy power of a sum of independent random vectors is not supermodular.
Keywords
entropy; random processes; vectors; entropy power inequalities; fractionally superadditive; independent random vectors; Capacity planning; Covariance matrix; Density measurement; Entropy; Information theory; Random variables; Statistics;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Theory, 2009. ISIT 2009. IEEE International Symposium on
Conference_Location
Seoul
Print_ISBN
978-1-4244-4312-3
Electronic_ISBN
978-1-4244-4313-0
Type
conf
DOI
10.1109/ISIT.2009.5205442
Filename
5205442
Link To Document