Beyond the Entropy Power Inequality, via Rearrangements

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Publication:2986133




Abstract: A lower bound on the R'enyi differential entropy of a sum of independent random vectors is demonstrated in terms of rearrangements. For the special case of Boltzmann-Shannon entropy, this lower bound is better than that given by the entropy power inequality. Several applications are discussed, including a new proof of the classical entropy power inequality and an entropy inequality involving symmetrization of L'evy processes.









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