English

Reverse Brunn-Minkowski and reverse entropy power inequalities for convex measures

Functional Analysis 2012-04-02 v1 Probability

Abstract

We develop a reverse entropy power inequality for convex measures, which may be seen as an affine-geometric inverse of the entropy power inequality of Shannon and Stam. The specialization of this inequality to log-concave measures may be seen as a version of Milman's reverse Brunn-Minkowski inequality. The proof relies on a demonstration of new relationships between the entropy of high dimensional random vectors and the volume of convex bodies, and on a study of effective supports of convex measures, both of which are of independent interest, as well as on Milman's deep technology of MM-ellipsoids and on certain information-theoretic inequalities. As a by-product, we also give a continuous analogue of some Pl\"unnecke-Ruzsa inequalities from additive combinatorics.

Keywords

Cite

@article{arxiv.1109.5287,
  title  = {Reverse Brunn-Minkowski and reverse entropy power inequalities for convex measures},
  author = {Sergey Bobkov and Mokshay Madiman},
  journal= {arXiv preprint arXiv:1109.5287},
  year   = {2012}
}

Comments

28 pages, revised version of a document submitted in October 2010