Rényi entropy power inequality for generalized Gaussians

About 13 years old · traced to

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.

References

Primary source

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

Progress summary

Never refreshed

Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.

Solutions 0

No solutions have been posted yet.