On Divergence-Power Inequalities

DOI10.1109/TIT.2006.890715MaRDI QIDQ3548803zbMATH OpenOpenAlexFDO

Authors Jacob Binia

Publication date 21 December 2008

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/cs/0609042

Mathematics Subject Classification ID

Coding theorems (Shannon theory) (94A24)

Abstract: Expressions for (EPI Shannon type) Divergence-Power Inequalities (DPI) in two cases (time-discrete and band-limited time-continuous) of stationary random processes are given. The new expressions connect the divergence rate of the sum of independent processes, the individual divergence rate of each process, and their power spectral densities. All divergences are between a process and a Gaussian process with same second order statistics, and are assumed to be finite. A new proof of the Shannon entropy-power inequality EPI, based on the relationship between divergence and causal minimum mean-square error (CMMSE) in Gaussian channels with large signal-to-noise ratio, is also shown.

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Cited in

(1)

• Weighted \(p\)-Rényi entropy power inequality: information theory to quantum Shannon theory

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