Rényi entropy power inequality for generalized Gaussians

From papers

Let X1,,XkX_1,\ldots,X_k be independent random vectors taking values in Rn\mathbb{R}^n, and let p>nn+2p>\frac{n}{n+2}. Let ZiZ_i be independent random vectors, each a scaled version of the generalized Gaussian Z(p)Z^{(p)}, such that hp(Xi)=hp(Zi)h_p(X_i)=h_p(Z_i).

Rényi entropy power conjecture.

Np(X1++Xk)Np(Z1++Zk).N_p(X_1+\cdots+X_k)\geq N_p(Z_1+\cdots+Z_k).

This conjecture refines the entropy-power inequality and would identify scaled generalized Gaussians as the minimizers of the Rényi entropy power of a sum under fixed individual Rényi entropies. It is known for p=1p=1, for p=p=\infty with k=2k=2, and for p=p=\infty in dimension n=1n=1 for arbitrary kk; the general case remains open.

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Sources & referencesView supporting material

Primary source

Liyao Wang and Mokshay Madiman, “Beyond the entropy power inequality, via rearrangements”, arXiv:1307.6018 (2014).

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