Monotonicity of Entropy and Fisher Information: A Quick Proof via Maximal Correlation
Information Theory
2016-10-14 v1 math.IT
Probability
Abstract
A simple proof is given for the monotonicity of entropy and Fisher information associated to sums of i.i.d. random variables. The proof relies on a characterization of maximal correlation for partial sums due to Dembo, Kagan and Shepp.
Keywords
Cite
@article{arxiv.1610.04174,
title = {Monotonicity of Entropy and Fisher Information: A Quick Proof via Maximal Correlation},
author = {Thomas A. Courtade},
journal= {arXiv preprint arXiv:1610.04174},
year = {2016}
}
Comments
To appear, Communications on Information and Systems