A concavity property for the reciprocal of Fisher information and its consequences on Costa's EPI

DOI10.1016/J.PHYSA.2015.03.018MaRDI QIDQ1618481zbMATH OpenOpenAlexFDO

Authors G. Toscani

Publication date 13 November 2018

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1410.2722

zbMATH Keywords

Fisher informationentropy-power inequalitylog-concave functionsBlachman-Stam inequalityCSosta's concavity property

Mathematics Subject Classification ID

Measures of information, entropy (94A17)

Abstract: We prove that the reciprocal of Fisher information of a log-concave probability density $X$ in $$ is concave in $t$ with respect to the addition of a Gaussian noise $Z_t=N(0,t{I}_n)$. As a byproduct of this result we show that the third derivative of the entropy power of a log-concave probability density $X$ in $$ is nonnegative in $t$ with respect to the addition of a Gaussian noise $Z_t$. For log-concave densities this improves the well-known Costa's concavity property of the entropy power.

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Cited in

(4)

• A comment on a statistical proof of the concavity on the efficient Fisher information
• Stability for the logarithmic Sobolev inequality
• INEQUALITIES FOR THE DEPENDENT GAUSSIAN NOISE CHANNELS BASED ON FISHER INFORMATION AND COPULAS
• On the entropy and information of Gaussian mixtures

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