Entropy bounds on abelian groups and the ruzsa divergence


Type
Article
Change log
Authors
Madiman, M 
Kontoyiannis, Ioannis  ORCID logo  https://orcid.org/0000-0001-7242-6375
Abstract

Over the past few years, a family of interesting new inequalities for the entropies of sums and differences of random variables has been developed by Ruzsa, Tao and others, motivated by analogous results in additive combinatorics. The present work extends these earlier results to the case of random variables taking values in Rn or, more generally, in arbitrary locally compact and Polish abelian groups. We isolate and study a key quantity, the Ruzsa divergence between two probability distributions, and we show that its properties can be used to extend the earlier inequalities to the present general setting. The new results established include several variations on the theme that the entropies of the sum and the difference of two independent random variables severely constrain each other. Although the setting is quite general, the result are already of interest (and new) for random vectors in Rn. In that special case, quantitative bounds are provided for the stability of the equality conditions in the entropy power inequality; a reverse entropy power inequality for log-concave random vectors is proved; an information-theoretic analog of the Rogers-Shephard inequality for convex bodies is established; and it is observed that some of these results lead to new inequalities for the determinants of positive-definite matrices. Moreover, by considering the multiplicative subgroups of the complex plane, one obtains new inequalities for the differential entropies of products and ratios of nonzero, complex-valued random variables.

Description
Keywords
Abelian groups, additive combinatorics, entropy inequalities, entropy, Haar measure, log-concave, Rogers-Shephard inequality, sumset bounds
Journal Title
IEEE Transactions on Information Theory
Conference Name
Journal ISSN
0018-9448
1557-9654
Volume Title
64
Publisher
Institute of Electrical and Electronics Engineers (IEEE)