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

DOI10.3390/E17096056zbMATH Open1338.94039arXiv1507.07711OpenAlexW3106144280WikidataQ126039192 ScholiaQ126039192MaRDI QIDQ296353FDOQ296353

Authors: Agapitos Hatzinikitas 

Publication date: 15 June 2016

Published in: Entropy (Search for Journal in Brave)

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 $S(mathbb{R}^d)$ and in the space of $l$-differentiable compactly supported functions $C_c^l(mathbb{R}^d)$. 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 $mathbb{R}^d$ 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.

Full work available at URL: https://arxiv.org/abs/1507.07711

Mathematics Subject Classification ID

Measures of information, entropy (94A17)

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