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Entropy Power Inequality for the Rényi Entropy

The classical entropy power inequality is extended to the Rényi entropy. We also discuss the question of the existence of the entropy for sums of independent random variables.

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Bibliographic Details
Published in:IEEE transactions on information theory 2015-02, Vol.61 (2), p.708-714
Main Authors: Bobkov, Sergey G., Chistyakov, Gennadiy P.
Format: Article
Language:English
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Description
Summary:The classical entropy power inequality is extended to the Rényi entropy. We also discuss the question of the existence of the entropy for sums of independent random variables.
ISSN:0018-9448
1557-9654
DOI:10.1109/TIT.2014.2383379