Generalized Entropy Power Inequalities and Monotonicity Properties of Information

DOI10.1109/TIT.2007.899484MaRDI QIDQ3549075zbMATHOpenAlexFDO

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

(29)

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• The fractional Fisher information and the central limit theorem for stable laws
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• Approximate discrete entropy monotonicity for log-concave sums
• Existence of Stein kernels under a spectral gap, and discrepancy bounds
• Rényi divergence and the central limit theorem
• The convexification effect of Minkowski summation
• Two Remarks on Generalized Entropy Power Inequalities
• Entropy and the discrete central limit theorem
• The convergence of the Rényi entropy of the normalized sums of IID random variables
• \(K\)-averaging agent-based model: propagation of chaos and convergence to equilibrium
• Volumes of subset Minkowski sums and the Lyusternik region
• Entropy inequalities for stable densities and strengthened central limit theorems

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