Monotonicity of entropy and Fisher information: a quick proof via maximal correlation

DOI10.4310/CIS.2016.V16.N2.A2MaRDI QIDQ2356799zbMATH OpenOpenAlexFDO

Authors Thomas A. Courtade

Publication date 6 June 2017

Published in Communications in Information and Systems (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1610.04174

zbMATH Keywords

entropyFisher informationi.i.d. random variablesmaximal correlationsums

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Statistical aspects of information-theoretic topics (62B10) Measures of information, entropy (94A17)

Abstract: A simple proof is given for the monotonicity of entropy and Fisher information associated to sums of i.i.d. random variables. The proof relies on a characterization of maximal correlation for partial sums due to Dembo, Kagan and Shepp.

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Cited in

(9)

• Maximal correlation and monotonicity of free entropy and of Stein discrepancy
• Existence of Stein kernels under a spectral gap, and discrepancy bounds
• Monotonic Decrease of the Non-Gaussianness of the Sum of Independent Random Variables: A Simple Proof
• Maximum Entropy Reconstruction Using Derivative Information, Part 1: Fisher Information and Convex Duality
• Monotonicity of the logarithmic energy for random matrices
• Rates of Fisher information convergence in the central limit theorem for nonlinear statistics
• On the maximal correlation of some stochastic processes
• Monotonicity of the von Neumann entropy under quantum convolution
• Toward optimal convergence rates for the quantum central limit theorem

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