Remarks on the Renyi Entropy of a Sum of IID Random Variables Academic Article

abstract

• In this note we study a conjecture of Madiman and Wang which predicted that the generalized Gaussian distribution minimizes the R'{e}nyi entropy of the sum of independent random variables. Through a variational analysis, we show that the generalized Gaussian fails to be a minimizer for the problem.

authors

• Paouris, Grigoris

published proceedings

• IEEE TRANSACTIONS ON INFORMATION THEORY

author list (cited authors)

• Jaye, B., Livshyts, G. V., Paouris, G., & Pivovarov, P.

citation count

• 2

complete list of authors

• Jaye, Benjamin||Livshyts, Galyna V||Paouris, Grigoris||Pivovarov, Peter

publication date

• May 2020

publisher

• Institute of Electrical and Electronics Engineers (IEEE)  Publisher

published in

• IEEE TRANSACTIONS ON INFORMATION THEORY  Journal

keywords

• Functional Analysis
• Information Entropy
• Probability Distribution

Digital Object Identifier (DOI)

• 10.1109/TIT.2019.2961080

start page

• 2898

end page

• 2903

volume

• 66

issue

• 5

URL

• http://dx.doi.org/10.1109/tit.2019.2961080