Conjectured sharp Rogers-Shephard inequality for entropy

From papers

Let XX and XX' 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(XX)σ(X)2N(X)\mathcal{N}(X-X')\leq \sigma_{-}(X)^2\mathcal{N}(X). Conjectured sharp entropy Rogers-Shephard inequality. If XX and XX' are independent R{\mathbb R}-valued random variables drawn from the same log-concave distribution, then

N(XX)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.

Progress summary

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

Sources & referencesView supporting material

Primary source

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

Solutions 0

No solutions have been posted yet.