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We extend Bobkov and Chistyakov's (2015) upper bounds on concentration functions of sums of independent random variables to a multivariate entropic setting. The approach is based on pointwise estimates on densities of sums of independent…

Probability · Mathematics 2026-03-05 James Melbourne , Tomasz Tkocz , Katarzyna Wyczesany

Over the past few years, a family of interesting new inequalities for the entropies of sums and differences of random variables has been developed by Ruzsa, Tao and others, motivated by analogous results in additive combinatorics. The…

Information Theory · Computer Science 2020-02-07 Mokshay Madiman , Ioannis Kontoyiannis

Shearer's inequality bounds the sum of joint entropies of random variables in terms of the total joint entropy. We give another lower bound for the same sum in terms of the individual entropies when the variables are functions of…

Probability · Mathematics 2021-03-23 Endre Csóka , Viktor Harangi , Bálint Virág

In this article we study weighted sums of $n$ i.i.d. Gamma($\alpha$) random variables with nonnegative weights. We show that for $n \geq 1/\alpha$ the sum with equal coefficients maximizes differential entropy when variance is fixed. As a…

Probability · Mathematics 2021-05-12 Maciej Bartczak , Piotr Nayar , Szymon Zwara

This paper studies the asymptotic properties of weighted sums of the form $Z_n=\sum_{i=1}^n a_i X_i$, in which $X_1, X_2, \ldots, X_n$ are i.i.d.~random variables and $a_1, a_2, \ldots, a_n$ correspond to either eigenvalues or singular…

Probability · Mathematics 2022-09-26 Angel Chavez , Jacob Waldor

We derive an asymptotic lower bound on the Shannon entropy $H$ of sums of $N$ arbitrary iid discrete random variables. The derived bound $H \geq \frac{r(X)}{2}\log(N) + {\it cst}$ is given in terms of the incommensurability rank $r(X)$ of…

Information Theory · Computer Science 2025-08-08 Riccardo Castellano , Pavel Sekatski

This paper provides tight bounds on the R\'enyi entropy of a function of a discrete random variable with a finite number of possible values, where the considered function is not one-to-one. To that end, a tight lower bound on the R\'enyi…

Information Theory · Computer Science 2018-12-11 Igal Sason

We present some new nonparametric estimators of entropies and we establish almost sure consistency and central limit Theorems for some of the most important entropies in the discrete case. Our theorical results are validated by simulations.

Statistics Theory · Mathematics 2019-03-22 Amadou Diadie Ba , Gane Samb Lo

We consider the generalized differential entropy of normalized sums of independent and identically distributed (IID) continuous random variables. We prove that the R\'{e}nyi entropy and Tsallis entropy of order $\alpha\ (\alpha>0)$ of the…

Information Theory · Computer Science 2011-06-20 Hongfei Cui , Jianqiang Sun , Yiming Ding

We establish a lower bound on the entropy of weighted sums of (possibly dependent) random variables $(X_1, X_2, \dots, X_n)$ possessing a symmetric joint distribution. Our lower bound is in terms of the joint entropy of $(X_1, X_2, \dots,…

Information Theory · Computer Science 2018-01-16 Jing Hao , Varun Jog

Sharp, nonasymptotic bounds are obtained for the relative entropy between the distributions of sampling with and without replacement from an urn with balls of $c\geq 2$ colors. Our bounds are asymptotically tight in certain regimes and,…

Probability · Mathematics 2026-01-14 Oliver Johnson , Lampros Gavalakis , Ioannis Kontoyiannis

The classical problem of maximizing the Shannon entropy of a sum of independent random variables supported on a finite alphabet is considered and settled in the ternary case. Namely, the following theorem is established: if…

Information Theory · Computer Science 2026-05-13 Mladen Kovačević

We present an entropy comparison result concerning weighted sums of independent and identically distributed random variables.

Information Theory · Computer Science 2009-09-24 Yaming Yu

We utilize a discrete version of the notion of degree of freedom to prove a sharp min-entropy-variance inequality for integer valued log-concave random variables. More specifically, we show that the geometric distribution minimizes the…

Probability · Mathematics 2023-09-08 Heshan Aravinda

In this letter, we give a concise, closed-form expression for the differential entropy of the sum of two independent, non-identically-distributed exponential random variables. The derivation is straightforward, but such a concise entropy…

Information Theory · Computer Science 2016-09-12 Andrew W. Eckford , Peter J. Thomas

We explore an asymptotic behavior of entropies for sums of independent random variables that are convolved with a small continuous noise.

Probability · Mathematics 2020-01-09 Sergey G. Bobkov , Arnaud Marsiglietti

Lower bounds for the R\'enyi entropies of sums of independent random variables taking values in cyclic groups of prime order under permutations are established. The main ingredients of our approach are extended rearrangement inequalities in…

Combinatorics · Mathematics 2021-10-20 Mokshay Madiman , Liyao Wang , Jae Oh Woo

We investigate the R\'enyi entropy of independent sums of integer valued random variables through Fourier theoretic means, and give sharp comparisons between the variance and the R\'enyi entropy, for Poisson-Bernoulli variables. As…

Probability · Mathematics 2024-03-19 Mokshay Madiman , James Melbourne , Cyril Roberto

In this paper we investigate the entropy of gravitational Chern-Simons terms for the horizon with non-vanishing extrinsic curvatures, or the holographic entanglement entropy for arbitrary entangling surface. In 3D we find no anomaly of…

High Energy Physics - Theory · Physics 2016-05-04 Wu-Zhong Guo , Rong-Xin Miao

We present a new class of estimators of Shannon entropy for severely undersampled discrete distributions. It is based on a generalization of an estimator proposed by T. Schuermann, which itself is a generalization of an estimator proposed…

Information Theory · Computer Science 2021-11-30 Peter Grassberger
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