Sharp Variance-Entropy Comparison for Nonnegative Gaussian Quadratic Forms

DOI10.1109/TIT.2021.3113281MaRDI QIDQ5032615zbMATH OpenOpenAlexFDO

Authors MacIej Bartczak, Szymon Zwara, Piotr Nayar

Publication date 17 February 2022

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2005.11705

zbMATH Keywords

bounds on capacities of transmission channelsdifferential entropy

Mathematics Subject Classification ID

Measures of information, entropy (94A17) Channel models (including quantum) in information and communication theory (94A40)

Abstract: In this article we study weighted sums of $n$ i.i.d. Gamma($alpha$) random variables with nonnegative weights. We show that for $ngeq1/alpha$ the sum with equal coefficients maximizes differential entropy when variance is fixed. As a consequence, we prove that among nonnegative quadratic forms in $n$ independent standard Gaussian random variables, a diagonal form with equal coefficients maximizes differential entropy, under a fixed variance. This provides a sharp lower bound for the relative entropy between a nonnegative quadratic form and a Gaussian random variable. Bounds on capacities of transmission channels subject to $n$ independent additive gamma noises are also derived.

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(4)

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