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
fDate :
June 28 2009-July 3 2009
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;
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
DOI :
10.1109/ISIT.2009.5205442
