English

Entropy Jumps for Radially Symmetric Random Vectors

Information Theory 2016-11-04 v2 math.IT Probability

Abstract

We establish a quantitative bound on the entropy jump associated to the sum of independent, identically distributed (IID) radially symmetric random vectors having dimension greater than one. Following the usual approach, we first consider the analogous problem of Fisher information dissipation, and then integrate along the Ornstein-Uhlenbeck semigroup to obtain an entropic inequality. In a departure from previous work, we appeal to a result by Desvillettes and Villani on entropy production associated to the Landau equation. This obviates strong regularity assumptions, such as presence of a spectral gap and log-concavity of densities, but comes at the expense of radial symmetry. As an application, we give a quantitative estimate of the deficit in the Gaussian logarithmic Sobolev inequality for radially symmetric functions.

Keywords

Cite

@article{arxiv.1608.05430,
  title  = {Entropy Jumps for Radially Symmetric Random Vectors},
  author = {Thomas A. Courtade},
  journal= {arXiv preprint arXiv:1608.05430},
  year   = {2016}
}

Comments

19 pages. Updates relative to v1: Fixed a reference and added another

R2 v1 2026-06-22T15:23:48.605Z