Title :
The entropies of the sum and the difference of two IID random variables are not too different
Author :
Madiman, Mokshay ; Kontoyiannis, Ioannis
Author_Institution :
Dept. of Stat., Yale Univ., New Haven, CT, USA
Abstract :
Consider the entropy increase h(Y + Y´) - h(Y) of the sum of two continuous i.i.d. random variables Y, Y´, and the corresponding entropy increase h(Y - Y´) - h(Y) of their difference. We show that the ratio between these two quantities always lies between 1/2 and 2. This complements a recent result of Lapidoth and Pete, showing that the difference h(Y + Y´) - h(Y - Y´) may be arbitrarily large. Corresponding results are discussed for the discrete entropy, and connections are drawn with exciting recent mathematical work in the area of additive combinatorics.
Keywords :
entropy; IID random variables entropies; additive combinatorics; discrete entropy; Arithmetic; Combinatorial mathematics; Density functional theory; Density measurement; Entropy; Informatics; Prototypes; Random variables; Statistics; Terminology;
Conference_Titel :
Information Theory Proceedings (ISIT), 2010 IEEE International Symposium on
Conference_Location :
Austin, TX
Print_ISBN :
978-1-4244-7890-3
Electronic_ISBN :
978-1-4244-7891-0
DOI :
10.1109/ISIT.2010.5513562