Abstract
It is shown that if X is a random variable whose density satisfies a Poincaré inequality, and Y is an independent copy of X, then the entropy of (X + Y)/2√ is greater than that of X by a fixed fraction of the entropy gap between X and the Gaussian of the same variance. The argument uses a new formula for the Fisher information of a marginal, which can be viewed as a local, reverse form of the Brunn-Minkowski ineauality (in its functional form due to A. Prékopa and L. Leindler).
| Original language | English (US) |
|---|---|
| Pages (from-to) | 41-63 |
| Number of pages | 23 |
| Journal | Duke Mathematical Journal |
| Volume | 119 |
| Issue number | 1 |
| DOIs | |
| State | Published - Jul 15 2003 |
| Externally published | Yes |
All Science Journal Classification (ASJC) codes
- General Mathematics
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