Wang–Madiman generalized Gaussian maximizer conjecture for Rényi entropy power

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For p>dd+2p>\frac{d}{d+2}, define βp\beta_p by

1βp=1p−1+d+22.\frac{1}{\beta_p}=\frac{1}{p-1}+\frac{d+2}{2}.

Let Z(p)Z^{(p)} be a random vector drawn from gβpg_{\beta_p}. Let X1,…,XnX_1,\ldots,X_n be independent random vectors in Rd\mathbb{R}^d, and let ZiZ_i be independent random vectors, each a scaled version of Z(p)Z^{(p)}, satisfying hp(Xi)=hp(Zi)h_p(X_i)=h_p(Z_i). Wang–Madiman's conjecture.

Np(X1+⋯+Xn)≥Np(Z1+⋯+Zn).N_p(X_1+\cdots+X_n)\geq N_p(Z_1+\cdots+Z_n).

The generalized Gaussians arise as maximizers of Rényi entropy power under a variance constraint. The conjecture asserts that they also minimize the Rényi entropy power of sums among independent summands with matching Rényi entropies.

References

Primary source

Mokshay Madiman, James Melbourne and Peng Xu, “Forward and Reverse Entropy Power Inequalities in Convex Geometry”, arXiv:1604.04225 (2016).

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