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We consider the central limit theorem for stable laws in the case of the standardized sum of independent and identically distributed random variables with regular probability density function. By showing decay of different entropy…

Probability · Mathematics 2016-10-12 Giuseppe Toscani

New families of Fisher information and entropy power inequalities for sums of independent random variables are presented. These inequalities relate the information in the sum of $n$ independent random variables to the information contained…

Information Theory · Computer Science 2024-05-07 Mokshay Madiman , Andrew Barron

We provide explicit lower bounds for the deficit in the Gaussian logarithmic Sobolev inequality in terms of differential operators that are naturally associated with the so-called Stein characterization of the Gaussian distribution. The…

Probability · Mathematics 2017-08-02 Michel Ledoux , Ivan Nourdin , Giovanni Peccati

Relative to the Gaussian measure on $\mathbb{R}^d$, entropy and Fisher information are famously related via Gross' logarithmic Sobolev inequality (LSI). These same functionals also separately satisfy convolution inequalities, as proved by…

Information Theory · Computer Science 2016-08-22 Thomas A. Courtade

A new information-theoretic approach to the central limit theorem for stable laws is presented. The main novelty is the concept of relative fractional Fisher information, which shares most of the properties of the classical one, included…

Information Theory · Computer Science 2015-04-28 Giuseppe Toscani

We develop connections between Stein's approximation method, logarithmic Sobolev and transport inequalities by introducing a new class of functional inequalities involving the relative entropy, the Stein kernel, the relative Fisher…

Probability · Mathematics 2014-07-24 Michel Ledoux , Ivan Nourdin , Giovanni Peccati

We prove that the Fisher information is monotone decreasing in time along solutions of the space-homogeneous Boltzmann equation for a large class of collision kernels covering all classical interactions derived from systems of particles.…

Analysis of PDEs · Mathematics 2024-09-04 Cyril Imbert , Luis Silvestre , Cédric Villani

We establish analogues of the Bergstr\"om and Bonnesen inequalities, related to determinants and volumes respectively, for the entropy power and for the Fisher information. The obtained inequalities strengthen the well-known convolution…

Information Theory · Computer Science 2025-01-20 Matthieu Fradelizi , Lampros Gavalakis , Martin Rapaport

We study the most-informative Boolean function conjecture using a differential equation approach. This leads to a formulation of a functional inequality on finite-dimensional random variables. We also develop a similar inequality in the…

Information Theory · Computer Science 2025-02-17 Zijie Chen , Amin Gohari , Chandra Nair

This paper deals with the quantitative normal approximation of non-linear functionals of Poisson random measures, where the quality is measured by the Kolmogorov distance. Combining Stein's method with the Malliavin calculus of variations…

Probability · Mathematics 2014-10-30 Peter Eichelsbacher , Christoph Thaele

Beckner's inequality is a family of inequalities that interpolates the two fundamental functional inequalities, the logarithmic Sobolev and Poincar\'e's inequalities. It is parametrized by exponent $p\in (1,2]$ and it implies the…

Probability · Mathematics 2026-04-22 Yuu Hariya

We derive explicit Berry-Esseen bounds in the total variation distance for the Breuer-Major central limit theorem, in the case of a subordinating function $\varphi$ satisfying minimal regularity assumptions. Our approach is based on the…

Probability · Mathematics 2019-05-09 Ivan Nourdin , Giovanni Peccati , Xiaochuan Yang

We give conditions for an O(1/n) rate of convergence of Fisher information and relative entropy in the Central Limit Theorem. We use the theory of projections in L2 spaces and Poincare inequalities, to provide a better understanding of the…

Statistics Theory · Mathematics 2007-06-13 Oliver Johnson , Andrew Barron

While most useful information theoretic inequalities can be deduced from the basic properties of entropy or mutual information, up to now Shannon's entropy power inequality (EPI) is an exception: Existing information theoretic proofs of the…

Information Theory · Computer Science 2016-11-17 Olivier Rioul

This note reviews a recent contribution about the Fisher information for the space-homogeneous Boltzmann equation by L. Silvestre, C. Villani and the author (arXiv, 2024). This classical functional from information theory is shown to be…

Analysis of PDEs · Mathematics 2025-09-04 Cyril Imbert

In this paper, we review Fisher information matrices properties in weighted version and discuss inequalities/bounds on it by using reduced weight functions. In particular, an extended form of the Fisher information inequality previously…

Information Theory · Computer Science 2016-02-01 Mark Kelbert , Yuri Suhov , Salimeh Yasaei Sekeh

Constraints on entropies are considered to be the laws of information theory. Even though the pursuit of their discovery has been a central theme of research in information theory, the algorithmic aspects of constraints on entropies remain…

Information Theory · Computer Science 2020-04-28 Mahmoud Abo Khamis , Phokion G. Kolaitis , Hung Q. Ngo , Dan Suciu

This paper focuses on proving the equivalence between Stein's identity and de Bruijn's identity. Given some conditions, we prove that Stein's identity is equivalent to de Bruijn's identity. In addition, some extensions of de Bruijn's…

Information Theory · Computer Science 2012-07-24 Sangwoo Park , Erchin Serpedin , Khalid Qaraqe

We provide Berry-Esseen bounds for sums of operator-valued Boolean and monotone independent variables, in terms of the first moments of the summands. Our bounds are on the level of Cauchy transforms as well as the L\'evy distance. As…

Probability · Mathematics 2022-11-16 Octavio Arizmendi , Marwa Banna , Pei-Lun Tseng

We prove that two well-known measures of information are interrelated in interesting and useful ways when applied to nonequilibrium circumstances. A nontrivial form of the lower bound for the Fisher information measure is derived in…

Statistical Mechanics · Physics 2012-04-06 Takuya Yamano
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