A discrete complement of Lyapunov's inequality and its information theoretic consequences

DOI10.1214/22-AAP1919MaRDI QIDQ6138901zbMATH OpenOpenAlexFDO

Authors James Melbourne, Gerardo Palafox-Castillo

Publication date 16 January 2024

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2111.06997

zbMATH Keywords

log-concave sequencesRényi entropyconcentration of informationreverse Lyapunov

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Information theory (general) (94A15) Measures of information, entropy (94A17)

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.

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Cited in

(1)

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