DocumentCode :
1174829
Title :
Simple proof of the concavity of the entropy power with respect to added Gaussian noise
Author :
Dembo, A.
Author_Institution :
Inf. Systs. Lab., Stanford Univ., CA
Volume :
35
Issue :
4
fYear :
1989
fDate :
7/1/1989 12:00:00 AM
Firstpage :
887
Lastpage :
888
Abstract :
A very simple proof of M.H. Costa´s result (see ibid., vol.IT-31, p.751-60, 1985) that the entropy power of Xt=X +N(O,tI) is concave in t, is derived as an immediate consequence of an inequality concerning Fisher information. This relationship between Fisher information and entropy is found to be useful for proving the central limit theorem. Thus, one who seeks new entropy inequalities should try first to find new equalities about Fisher information, or at least to exploit the existing ones in new ways
Keywords :
entropy; information theory; Fisher information; Gaussian noise; central limit theorem; concavity; entropy power; inequality; Cramer-Rao bounds; Entropy; Gaussian distribution; Gaussian noise; Interference channels; Random variables;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/18.32166
Filename :
32166
Link To Document :
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