Self-similar solutions of Rényi's entropy and the concavity of its entropy power

Abstract: We study the class of self-similar probability density functions with finite mean and variance which maximize R'{e}nyi's entropy. The investigation is restricted in the Schwartz space

S (m a t h b b R^{d})

and in the space of

l

-differentiable compactly supported functions

C_{c}^{l} (m a t h b b R^{d})

. Interestingly the solutions of this optimization problem do not coincide with the solutions of the usual porous medium equation with a Dirac point source, as it occurs in the optimization of Shannon's entropy. We also study the concavity of the entropy power in

m a t h b b R^{d}

with respect to time using two different methods. The first one takes advantage of the solutions determined earlier while the second one is based on a setting that could be used for Riemannian manifolds.

Cites work

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