Monotonicity conjecture for geometric-scaled sums

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Let X≡{Xi}{\boldsymbol X} \equiv \{X_i\} be i.i.d. arbitrarily distributed random variables with mean λ\lambda, and let

Yn≡⊞(1n,…,1n)X.Y_n \equiv \boxplus_{(\frac{1}{n}, \ldots, \frac{1}{n})}{\boldsymbol X}.

The preceding central limit theorem states that the p.m.f. of YnY_n converges to the geometric distribution of mean λ\lambda as n→∞n\to\infty. Entropy monotonicity conjecture. The entropy H(Yn)H(Y_n) increases monotonically with n∈{1,2,…}n\in\{1,2,\ldots\} and converges to the geometric entropy Eg(λ){\cal E}_g(\lambda) as n→∞n\to\infty. This is analogous to the law of small numbers and to the discrete entropic-monotonicity result for ultra-log-concave random variables, but the conjecture is not restricted to ultra-log-concave random variables; the available result only establishes monotonicity when nn increases in power-of-22 steps.

References

Primary source

Saikat Guha, Jeffrey H. Shapiro and Raul Garcia-Patron Sanchez, “Thinning, photonic beamsplitting, and a general discrete entropy power inequality”, arXiv:1605.07853 (2016).

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