Entropies of sums of independent gamma random variables
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arXiv
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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2022
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| _version_ | 1866910799519285248 |
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| author | Chasapis, Giorgos Singh, Salil Tkocz, Tomasz |
| author_facet | Chasapis, Giorgos Singh, Salil Tkocz, Tomasz |
| contents | We establish several Schur-convexity type results under fixed variance for weighted sums of independent gamma random variables and obtain nonasymptotic bounds on their Rényi entropies. In particular, this pertains to the recent results by Bartczak-Nayar-Zwara as well as Bobkov-Naumov-Ulyanov, offering simple proofs of the former and extending the latter. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2201_08284 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Entropies of sums of independent gamma random variables Chasapis, Giorgos Singh, Salil Tkocz, Tomasz Probability Information Theory 60E15, 94A17 We establish several Schur-convexity type results under fixed variance for weighted sums of independent gamma random variables and obtain nonasymptotic bounds on their Rényi entropies. In particular, this pertains to the recent results by Bartczak-Nayar-Zwara as well as Bobkov-Naumov-Ulyanov, offering simple proofs of the former and extending the latter. |
| title | Entropies of sums of independent gamma random variables |
| topic | Probability Information Theory 60E15, 94A17 |
| url | https://arxiv.org/abs/2201.08284 |