Convexity conjecture for Rényi entropy under symmetric κ\kappa-concavity

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Let (X,Y)(X,Y) be a symmetric κ\kappa-concave random vector in R2\mathbb{R}^2, and suppose that XX and YY have equal pp-Rényi entropy. Convexity conjecture for Rényi entropy. The function

λ↦hp(λX+(1−λ)Y)\lambda\mapsto h_p(\lambda X+(1-\lambda)Y)

is convex on [0,1][0,1]. This statement is presented as stronger than the norm conjecture above. Its proposed convexity would imply the relevant linearized reverse Rényi entropy power inequality, but the source does not report a general proof.

References

Primary source

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

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