Remarks on the Rényi Entropy of a Sum of IID Random Variables
| Autor: | Galyna V. Livshyts, Peter Pivovarov, Grigoris Paouris, Benjamin Jaye |
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| Rok vydání: | 2020 |
| Předmět: |
Conjecture
Gaussian 020206 networking & telecommunications 02 engineering and technology Library and Information Sciences Computer Science Applications Rényi entropy symbols.namesake 0202 electrical engineering electronic engineering information engineering symbols Applied mathematics Probability distribution Variational analysis Random variable Generalized normal distribution Information Systems Mathematics |
| Zdroj: | IEEE Transactions on Information Theory. 66:2898-2903 |
| ISSN: | 1557-9654 0018-9448 |
| DOI: | 10.1109/tit.2019.2961080 |
| Popis: | In this note we study a conjecture of Madiman and Wang which predicted that the generalized Gaussian distribution minimizes the Renyi 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. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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