Sharp two-summand Rényi entropy power inequality constant

Let X1X_1 and X2X_2 be independent random vectors taking values in Rn\mathbb{R}^n, and let p>nn+2p>\frac{n}{n+2}. Let Z1(p)Z^{(p)}_1 and Z2(p)Z^{(p)}_2 be independent random vectors drawn from gβpg_{\beta_p}.

Sharp two-summand Rényi entropy power conjecture.

Np(X1+X2)Cp,n[Np(X1)+Np(X2)],N_p(X_1+X_2)\geq C_{p,n}\bigl[N_p(X_1)+N_p(X_2)\bigr],

where

Cp,n=12Np(Z1(p)+Z2(p))Np(Z(p)).C_{p,n}=\frac{1}{2}\frac{N_p(Z^{(p)}_1+Z^{(p)}_2)}{N_p(Z^{(p)})}.

This proposes the optimal constant in the two-summand Rényi entropy power inequality, with the constant determined by the sum of two independent generalized Gaussians. The source presents this as an aggressive conjecture and does not establish it in general.

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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