Further investigations of Rényi entropy power inequalities and an entropic characterization of s-concave densities

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Publication:5115963




Abstract: We investigate the role of convexity in R'enyi entropy power inequalities. After proving that a general R'enyi entropy power inequality in the style of Bobkov-Chistyakov (2015) fails when the R'enyi parameter rin(0,1), we show that random vectors with s-concave densities do satisfy such a R'enyi entropy power inequality. Along the way, we establish the convergence in the Central Limit Theorem for R'enyi entropies of order rin(0,1) for log-concave densities and for compactly supported, spherically symmetric and unimodal densities, complementing a celebrated result of Barron (1986). Additionally, we give an entropic characterization of the class of s-concave densities, which extends a classical result of Cover and Zhang (1994).



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