Entropies of sums of independent gamma random variables
Probability
2025-01-28 v2 Information Theory
math.IT
Abstract
We establish several Schur-convexity type results under fixed variance for weighted sums of independent gamma random variables and obtain nonasymptotic bounds on their R\'enyi 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.
Keywords
Cite
@article{arxiv.2201.08284,
title = {Entropies of sums of independent gamma random variables},
author = {Giorgos Chasapis and Salil Singh and Tomasz Tkocz},
journal= {arXiv preprint arXiv:2201.08284},
year = {2025}
}