A concavity property for the reciprocal of Fisher information and its consequences on Costa's EPI
Articolo
Data di Pubblicazione:
2015
Abstract:
We prove that the reciprocal of Fisher information of a logconcave probability density is concave in t with respect to the addition
of a Gaussian noise of variance t. As a byproduct of this result we show that the third derivative of the entropy power of a log-concave probability
density is nonnegative in t with respect to the addition of a Gaussian noise of variance t.
For log-concave densities this improves the well-known Costa’s concavity property of the entropy power.
of a Gaussian noise of variance t. As a byproduct of this result we show that the third derivative of the entropy power of a log-concave probability
density is nonnegative in t with respect to the addition of a Gaussian noise of variance t.
For log-concave densities this improves the well-known Costa’s concavity property of the entropy power.
Tipologia CRIS:
1.1 Articolo in rivista
Keywords:
entropy power inequality, Blachman–Stam inequality, Costa’s
concavity property, log-concave functions
Elenco autori:
Toscani, Giuseppe
Link alla scheda completa:
Pubblicato in: