Intrinsic entropies of log-concave distributions
Information Theory
2017-02-07 v1 math.IT
Abstract
The entropy of a random variable is well-known to equal the exponential growth rate of the volumes of its typical sets. In this paper, we show that for any log-concave random variable , the sequence of the intrinsic volumes of the typical sets of in dimensions grows exponentially with a well-defined rate. We denote this rate by , and call it the intrinsic entropy of . We show that is a continuous function of over the range , thereby providing a smooth interpolation between the values 0 and at the endpoints 0 and 1, respectively.
Keywords
Cite
@article{arxiv.1702.01203,
title = {Intrinsic entropies of log-concave distributions},
author = {Varun Jog and Venkat Anantharam},
journal= {arXiv preprint arXiv:1702.01203},
year = {2017}
}
Comments
33 pages. A shorter version of this paper appeared in the proceedings of ISIT 2015