3 years ago

An entropy inequality for symmetric random variables.

Jing Hao, Varun Jog

We establish a lower bound on the entropy of weighted sums of (possibly dependent) random variables $(X_1, X_2, \dots, X_n)$ possessing a symmetric joint distribution. Our lower bound is in terms of the joint entropy of $(X_1, X_2, \dots, X_n)$. We show that for $n \geq 3$, the lower bound is tight if and only if $X_i

s are i.i.d.\ Gaussian random variables. For $n=2$ there are numerous other cases of equality apart from i.i.d.\ Gaussians, which we completely characterize. Going beyond sums, we also present an inequality for certain linear transformations of $(X_1, \dots, X_n)$. Our primary technical contribution lies in the analysis of the equality cases, and our approach relies on the geometry and the symmetry of the problem.

Publisher URL: http://arxiv.org/abs/1801.03868

DOI: arXiv:1801.03868v1

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s are i.i.d.\\ Gaussian random variables. For $n=2$ there are\nnumerous other cases of equality apart from i.i.d.\\ Gaussians, which we\ncompletely characterize. Going beyond sums, we also present an inequality for\ncertain linear transformations of $(X_1, \\dots, X_n)$. Our primary technical\ncontribution lies in the analysis of the equality cases, and our approach\nrelies on the geometry and the symmetry of the problem.\n

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3 years ago

An entropy inequality for symmetric random variables.

Jing Hao, Varun Jog

We establish a lower bound on the entropy of weighted sums of (possibly dependent) random variables $(X_1, X_2, \dots, X_n)$ possessing a symmetric joint distribution. Our lower bound is in terms of the joint entropy of $(X_1, X_2, \dots, X_n)$. We show that for $n \geq 3$, the lower bound is tight if and only if $X_i

s are i.i.d.\ Gaussian random variables. For $n=2$ there are numerous other cases of equality apart from i.i.d.\ Gaussians, which we completely characterize. Going beyond sums, we also present an inequality for certain linear transformations of $(X_1, \dots, X_n)$. Our primary technical contribution lies in the analysis of the equality cases, and our approach relies on the geometry and the symmetry of the problem.

Publisher URL: http://arxiv.org/abs/1801.03868

DOI: arXiv:1801.03868v1

You might also like
Never Miss Important Research

Researcher is an app designed by academics, for academics. Create a personalised feed in two minutes.
Choose from over 15,000 academics journals covering ten research areas then let Researcher deliver you papers tailored to your interests each day.

  • Download from Google Play
  • Download from App Store
  • Download from AppInChina

Researcher displays publicly available abstracts and doesn’t host any full article content. If the content is open access, we will direct clicks from the abstracts to the publisher website and display the PDF copy on our platform. Clicks to view the full text will be directed to the publisher website, where only users with subscriptions or access through their institution are able to view the full article.