Ball–Nayar–Tkocz–Madiman–Melbourne–Xu norm conjecture for Rényi entropy

Recall that a probability measure on Rn\mathbb{R}^n is κ\kappa-concave if it satisfies the Brunn–Minkowski-type inequality associated with κ\kappa; a random vector is κ\kappa-concave when its law is such a measure. For p[0,]p\in[0,\infty], let NpN_p denote the pp-Rényi entropy power. Let XX be a κ\kappa-concave random vector in Rn\mathbb{R}^n, with κ[,1/n]\kappa\in[-\infty,1/n]. Ball–Nayar–Tkocz–Madiman–Melbourne–Xu conjecture. The function

v{Np1/2(vX),v0,0,v=0v\mapsto \begin{cases} N_p^{1/2}(v\cdot X),&v\neq 0,\\0,&v=0\end{cases}

defines a norm on Rn\mathbb{R}^n. This is a proposed reverse Rényi entropy power inequality; homogeneity is immediate, while the conjecture reduces to the triangle inequality and is known in some special cases, including the Shannon case for log-concave vectors under a suitable proportional-marginal assumption.

Sources & referencesView supporting material

Primary source

Jiange Li, “Rényi entropy power inequality and a reverse”, arXiv:1704.02634 (2017).

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