A discrete complement of Lyapunov's inequality and its information theoretic consequences
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Publication:6138901
DOI10.1214/22-AAP1919zbMATH Open1530.94010arXiv2111.06997OpenAlexW3211646892MaRDI QIDQ6138901FDOQ6138901
Authors: James Melbourne, Gerardo Palafox-Castillo 
Publication date: 16 January 2024
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Abstract: We establish a reversal of Lyapunov's inequality for monotone log-concave sequences, settling a conjecture of Havrilla-Tkocz and Melbourne-Tkocz. A strengthened version of the same conjecture is disproved through counter example. We also derive several information theoretic inequalities as consequences. In particular sharp bounds are derived for the varentropy, R'enyi entropies, and the concentration of information of monotone log-concave random variables. Moreover, the majorization approach utilized in the proof of the main theorem, is applied to derive analogous information theoretic results in the symmetric setting, where the Lyapunov reversal is known to fail.
Full work available at URL: https://arxiv.org/abs/2111.06997
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