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arXiv 1904.08038cs.ITmath.ITmath.PR
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Remarks on the Rényi Entropy of a sum of IID random variables

Benjamin Jaye, Galyna V. Livshyts, Grigoris Paouris, Peter Pivovarov

英文摘要:

In this note we study a conjecture of Madiman and Wang which predicted that the generalized Gaussian distribution minimizes the Rényi 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.

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