Wang–Madiman generalized Gaussian maximizer conjecture for Rényi entropy power

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

1βp=1p1+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.

Sources & referencesView supporting material

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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