Comptes Rendus
Analyse fonctionnelle, Probabilités
Entropy and Information jump for log-concave vectors
Pierre Bizeul1 
1 Institut de Mathématiques de Jussieu-Paris Rive Gauche, Sorbonne Université, 4 place de Jussieu 75005 Paris, France
Comptes Rendus. Mathématique, Volume 361 (2023), pp. 487-493.

We extend the result of Ball and Nguyen on the jump of entropy under convolution for log-concave random vectors. We show that the result holds for any pair of vectors (not necessarily identically distributed) and that a similar inequality holds for the Fisher information, thus providing a quantitative Blachmann–Stam inequality.

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DOI : 10.5802/crmath.390
Classification : 94A17
Pierre Bizeul 1

1 Institut de Mathématiques de Jussieu-Paris Rive Gauche, Sorbonne Université, 4 place de Jussieu 75005 Paris, France
Licence : CC-BY 4.0
Droits d'auteur : Les auteurs conservent leurs droits 
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     title = {Entropy and {Information} jump for log-concave vectors},
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Pierre Bizeul. Entropy and Information jump for log-concave vectors. Comptes Rendus. Mathématique, Volume 361 (2023), pp. 487-493. doi : 10.5802/crmath.390. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.5802/crmath.390/

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