Higher-order Poisson–Charlier divergence lower-bound conjecture

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Let XX be a random variable with values in N0\mathbb{N}_{0}, let λ\lambda be the Poisson parameter, and let CkλC_{k}^{\lambda} denote the Poisson–Charlier polynomial of order k∈Nk\in\mathbb{N}. Write D(X∥Po⁡(λ))D(X\Vert\operatorname{Po}(\lambda)) for the divergence from the Poisson distribution with parameter λ\lambda. Higher-order Poisson–Charlier lower-bound conjecture. For every such XX and every k∈Nk\in\mathbb{N},

D(X∥Po⁡(λ))≥E[Ckλ(X)]22D\left(X\Vert\operatorname{Po}(\lambda)\right)\geq\frac{\mathrm{E}\left[C_{k}^{\lambda}(X)\right]^{2}}{2}

whenever E[Ckλ(X)]≤0\mathrm{E}\left[C_{k}^{\lambda}(X)\right]\leq0. This would extend the established first-order Poisson bound to every order of the Poisson–Charlier polynomial; the source provides no resolution of the conjecture.

References

Primary source

Peter Harremoës, Oliver Johnson and Ioannis Kontoyiannis, “Thinning and Information Projections”, arXiv:1601.04255 (2016).

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