Title :
The Entropy Power Inequality and Mrs. Gerber\´s Lemma for Groups of Order
Author :
Jog, V. ; Anantharam, Venkat
Author_Institution :
Dept. of Electr. Eng. & Comput. Sci., Univ. of California at Berkeley, Berkeley, CA, USA
Abstract :
Shannon´s entropy power inequality can be viewed as characterizing the minimum differential entropy achievable by the sum of two independent random variables with fixed differential entropies. The entropy power inequality has played a key role in resolving a number of problems in information theory. It is therefore interesting to examine the existence of a similar inequality for discrete random variables. In this paper, we obtain an entropy power inequality for random variables taking values in a group of order 2n, i.e., for such a group G, we explicitly characterize the function fG(x, y) giving the minimum entropy of the sum of two independent G-valued random variables with respective entropies x and y. Random variables achieving the extremum in this inequality are thus the analogs of Gaussians in this case, and these are also determined. It turns out that fG(x, y) is convex in x for fixed y and, by symmetry, convex in y for fixed x. This is a generalization to groups of order 2n of the result known as Mrs. Gerber´s Lemma.
Keywords :
minimum entropy methods; G-valued random variables; Mrs. Gerber´s Lemma; Shannon entropy power inequality; differential entropy; discrete random variables; groups of order 2n; information theory; Covariance matrices; Cramer-Rao bounds; Entropy; Government; Information theory; Materials; Random variables; Entropy; Mrs Gerber´s lemma; entropy power inequality; finite groups;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.2014.2317692