Remarks on the Rényi Entropy of a Sum of IID Random Variables Academic Article uri icon

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.

author list (cited authors)

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

citation count

  • 1

publication date

  • May 2020