On the monotonicity of discrete entropy for log-concave random vectors on ℤ^d
CoRR(2024)
摘要
We prove the following type of discrete entropy monotonicity for isotropic
log-concave sums of independent identically distributed random vectors
X_1,…,X_n+1 on ℤ^d:
H(X_1+⋯+X_n+1) ≥
H(X_1+⋯+X_n) + d/2log(n+1/n) +o(1),
where o(1) vanishes as H(X_1) →∞. Moreover, for the o(1)-term we
obtain a rate of convergence O(H(X_1)e^-1/dH(X_1)),
where the implied constants depend on d and n. This generalizes to
ℤ^d the one-dimensional result of the second named author (2023). As
in dimension one, our strategy is to establish that the discrete entropy
H(X_1+⋯+X_n) is close to the differential (continuous) entropy
h(X_1+U_1+⋯+X_n+U_n), where U_1,…, U_n are independent and
identically distributed uniform random vectors on [0,1]^d and to apply the
theorem of Artstein, Ball, Barthe and Naor (2004) on the monotonicity of
differential entropy. However, in dimension d≥2, more involved tools from
convex geometry are needed because a suitable position is required. We show
that for a log-concave function on ℝ^d in isotropic position, its
integral, its barycenter and its covariance matrix are close to their discrete
counterparts. One of our technical tools is a discrete analogue to the upper
bound on the isotropic constant of a log-concave function, which generalises a
result of Bobkov, Marsiglietti and Melbourne (2022) and may be of independent
interest.
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