Conjectured sharp Rogers-Shephard inequality for entropy

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Let XX and X′X' be independent random vectors in Rn{\mathbb R}^n drawn from the same log-concave distribution. Let hh denote differential entropy and define the entropy power by N(X)=exp⁡(2h(X)/n)\mathcal{N}(X)=\exp(2h(X)/n), with the associated difference constant satisfying N(X−X′)≤σ−(X)2N(X)\mathcal{N}(X-X')\leq \sigma_{-}(X)^2\mathcal{N}(X). Conjectured sharp entropy Rogers-Shephard inequality. If XX and X′X' are independent R{\mathbb R}-valued random variables drawn from the same log-concave distribution, then

N(X−X′)≤4N(X),\mathcal{N}(X-X')\leq 4\mathcal{N}(X),

with equality if and only if XX is a translated and scaled version of the one-sided exponential distribution. Equivalently, for every log-concave random variable XX, σ−(X)≤2\sigma_{-}(X)\leq 2. This is proposed as the sharp one-dimensional analogue of the Rogers-Shephard inequality; the paper's preceding bound is σ−(X)≤8\sigma_{-}(X)\leq 8, while contemporaneous work obtains a better non-sharp bound, so the optimal constant remains open.

References

Primary source

Mokshay Madiman and Ioannis Kontoyiannis, “Entropy bounds on abelian groups and the Ruzsa divergence”, arXiv:1508.04089 (2015).

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