Analyse fonctionnelle, Probabilités
Entropy and Information jump for log-concave vectors
Comptes Rendus. Mathématique, Tome 361 (2023) no. G2, pp. 487-493

We extend the result of Ball and Nguyen on the jump of entropy under convolution for log-concave random vectors. We show that the result holds for any pair of vectors (not necessarily identically distributed) and that a similar inequality holds for the Fisher information, thus providing a quantitative Blachmann–Stam inequality.

Reçu le :
Accepté le :
Publié le :
DOI : 10.5802/crmath.390
Classification : 94A17

Bizeul, Pierre  1

1 Institut de Mathématiques de Jussieu-Paris Rive Gauche, Sorbonne Université, 4 place de Jussieu 75005 Paris, France
Licence : CC-BY 4.0
Droits d'auteur : Les auteurs conservent leurs droits
@article{CRMATH_2023__361_G2_487_0,
     author = {Bizeul, Pierre},
     title = {Entropy and {Information} jump for log-concave vectors},
     journal = {Comptes Rendus. Math\'ematique},
     pages = {487--493},
     year = {2023},
     publisher = {Acad\'emie des sciences, Paris},
     volume = {361},
     number = {G2},
     doi = {10.5802/crmath.390},
     language = {en},
     url = {https://numdam.org/articles/10.5802/crmath.390/}
}
TY  - JOUR
AU  - Bizeul, Pierre
TI  - Entropy and Information jump for log-concave vectors
JO  - Comptes Rendus. Mathématique
PY  - 2023
SP  - 487
EP  - 493
VL  - 361
IS  - G2
PB  - Académie des sciences, Paris
UR  - https://numdam.org/articles/10.5802/crmath.390/
DO  - 10.5802/crmath.390
LA  - en
ID  - CRMATH_2023__361_G2_487_0
ER  - 
%0 Journal Article
%A Bizeul, Pierre
%T Entropy and Information jump for log-concave vectors
%J Comptes Rendus. Mathématique
%D 2023
%P 487-493
%V 361
%N G2
%I Académie des sciences, Paris
%U https://numdam.org/articles/10.5802/crmath.390/
%R 10.5802/crmath.390
%G en
%F CRMATH_2023__361_G2_487_0
Bizeul, Pierre. Entropy and Information jump for log-concave vectors. Comptes Rendus. Mathématique, Tome 361 (2023) no. G2, pp. 487-493. doi: 10.5802/crmath.390

[1] Bakry, Dominique; Gentil, Ivan; Ledoux, Michel Analysis and geometry of Markov diffusion operators, Grundlehren der Mathematischen Wissenschaften, 348, Springer, 2014 | DOI | MR | Zbl

[2] Ball, Keith; Barthe, Franck; Naor, Assaf Entropy jumps in the presence of a spectral gap, Duke Math. J., Volume 119 (2003) no. 1, pp. 41-63 | DOI | MR | Zbl

[3] Ball, Keith; Nguyen, Van Hoang Entropy jumps for isotropic log-concave random vectors and spectral gap, Stud. Math., Volume 213 (2012) no. 1, pp. 81-96 | DOI | MR | Zbl

[4] Courtade, Thomas A.; Fathi, Max; Pananjady, Ashwin Quantitative stability of the entropy power inequality, IEEE Trans. Inf. Theory, Volume 64 (2018) no. 8, pp. 5691-5703 | DOI | Zbl

[5] Eldan, Ronen; Mikulincer, Dan Stability of the Shannon-Stam inequality via the Föllmer process, Probab. Theory Relat. Fields, Volume 177 (2020) no. 3-4, pp. 891-922 | DOI | MR | Zbl

Cité par Sources :