Remarks on the Rényi Entropy of a Sum of IID Random Variables

Benjamin Jaye,Galyna V. Livshyts,Grigoris Paouris,Peter Pivovarov

arxiv（2020）

引用 3|浏览11

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摘要

In this note we study a conjecture of Madiman and Wang which predicted that the generalized Gaussian distribution minimizes the Rényi entropy of the sum of independent random variables. Through a variational analysis, we show that the generalized Gaussian fails to be a minimizer for the problem.

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关键词

Information entropy,functional analysis,probability distribution

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