On the problem of reversibility of the entropy power inequality

As was shown recently by the authors, the entropy power inequality can be reversed for independent summands with sufficiently concave densities, when the distributions of the summands are put in a special position. In this note it is proved that reversibility is impossible over the whole class of convex probability distributions. Related phenomena for identically distributed summands are also discussed.

[1]  G. C. Shephard,et al.  The difference body of a convex body , 1957 .

[2]  Sergey G. Bobkov,et al.  The Entropy Per Coordinate of a Random Vector is Highly Constrained Under Convexity Conditions , 2010, IEEE Transactions on Information Theory.

[3]  S. Bobkov,et al.  Reverse Brunn–Minkowski and reverse entropy power inequalities for convex measures , 2011, 1109.5287.

[4]  Sergey G. Bobkov,et al.  Dimensional behaviour of entropy and information , 2011, ArXiv.

[5]  Sang Joon Kim,et al.  A Mathematical Theory of Communication , 2006 .

[6]  C. Borell Convex set functions ind-space , 1975 .

[7]  Mokshay Madiman,et al.  On the entropy of sums , 2008, 2008 IEEE Information Theory Workshop.

[8]  C. Borell Convex measures on locally convex spaces , 1974 .

[9]  H. McKean Speed of approach to equilibrium for Kac's caricature of a Maxwellian gas , 1966 .

[10]  C. Borell Complements of Lyapunov's inequality , 1973 .

[11]  Sergey G. Bobkov,et al.  Stability Problems in Cramér-Type Characterization in case of I.I.D. Summands , 2013 .

[12]  G. Pisier The volume of convex bodies and Banach space geometry , 1989 .

[13]  Friedrich Götze,et al.  Chapter 15 Entropic instability of Cramer’s characterization of the normal law , 2012 .

[14]  Stanislaw J. Szarek,et al.  Shannon’s entropy power inequality via restricted minkowski sums , 2000 .

[15]  Amir Dembo,et al.  Information theoretic inequalities , 1991, IEEE Trans. Inf. Theory.

[16]  Bo'az Klartag,et al.  Symmetrization and Isotropic Constants of Convex Bodies , 2004 .

[17]  V. D. Milman ON MILMAN ’ S ELLIPSOIDS AND M – POSITION OF CONVEX BODIES , 2010 .

[18]  V. Milman,et al.  Geometry of Log-concave Functions and Measures , 2005 .

[19]  W. R. van Zwet,et al.  Selected works of Willem van Zwet , 2012 .

[20]  S. Bobkov Large deviations and isoperimetry over convex probability measures with heavy tails , 2007 .

[21]  Shiri Artstein-Avidan,et al.  The "M"-ellipsoid, symplectic capacities and volume , 2006 .

[22]  E. Lieb,et al.  On extensions of the Brunn-Minkowski and Prékopa-Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation , 1976 .

[23]  A. Prékopa Logarithmic concave measures with applications to stochastic programming , 1971 .

[24]  Nicole Tomczak-Jaegermann,et al.  Geometric inequalities for a class of exponential measures , 2004 .

[25]  T. Cover,et al.  IEEE TRANSACTIONSON INFORMATIONTHEORY,VOL. IT-30,N0. 6,NOVEmER1984 Correspondence On the Similarity of the Entropy Power Inequality The preceeding equations allow the entropy power inequality and the Brunn-Minkowski Inequality to be rewritten in the equiv , 2022 .

[26]  A. J. Stam Some Inequalities Satisfied by the Quantities of Information of Fisher and Shannon , 1959, Inf. Control..

[27]  Friedrich Götze,et al.  Stability problems in Cramér-type characterization in case of i.i.d. summands@@@Stability problems in Cramér-type characterization in case of i.i.d. summands , 2012 .

[28]  Mokshay M. Madiman,et al.  The entropies of the sum and the difference of two IID random variables are not too different , 2010, 2010 IEEE International Symposium on Information Theory.

[29]  Vitali Milman,et al.  Isomorphic symmetrization and geometric inequalities , 1988 .

[30]  Claude E. Shannon,et al.  The mathematical theory of communication , 1950 .