Generalized Entropy Power Inequalities and Monotonicity Properties of Information

DOI10.1109/TIT.2007.899484MaRDI QIDQ3549075zbMATH OpenOpenAlexFDO

Authors Mokshay Madiman, Andrew R. Barron

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/0605047

Mathematics Subject Classification ID

Information theory (general) (94A15) Measures of information, entropy (94A17)

Abstract: New families of Fisher information and entropy power inequalities for sums of independent random variables are presented. These inequalities relate the information in the sum of $n$ independent random variables to the information contained in sums over subsets of the random variables, for an arbitrary collection of subsets. As a consequence, a simple proof of the monotonicity of information in central limit theorems is obtained, both in the setting of i.i.d. summands as well as in the more general setting of independent summands with variance-standardized sums.

Cited in

(36)

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• Volumes of subset Minkowski sums and the Lyusternik region
• Monotonicity of the logarithmic energy for random matrices
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• Measuring the convexity of compact sumsets with the Schneider non-convexity index
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• Equality conditions for the fractional superadditive volume inequalities
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• On the maximal correlation of some stochastic processes
• Monotonicity of the von Neumann entropy under quantum convolution
• On the monotonicity of discrete entropy for log-concave random vectors on \(\mathbb{Z}^d\)
• Stam inequality on Z_n
• The convergence of the Rényi entropy of the normalized sums of IID random variables

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