Generalized fisher information and upper bounds on the differential entropy of independent sums

We consider infinitesimal perturbations along symmetric stable variables and define a new information measure. We derive a generalized de Bruijn's identity, prove that the new measure satisfies a data processing inequality and a generalized Fisher information inequality which are used to establ...

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Bibliographic Details
Main Authors: Fahs, Jihad, Abou-Faycal, Ibrahim
Format: Conference Proceeding
Language:English
Subjects:
Cramer-Rao bounds
Data processing
Entropy
Inequalities
Information theory
Markov processes
Perturbation
Sums
Symmetry
Upper bound
Upper bounds
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Summary:We consider infinitesimal perturbations along symmetric stable variables and define a new information measure. We derive a generalized de Bruijn's identity, prove that the new measure satisfies a data processing inequality and a generalized Fisher information inequality which are used to establish an upper bound on the differential entropy of independent sums when one of the variables is stable.
ISSN:2157-8117
DOI:10.1109/ISIT.2016.7541710