Entropies of Sums of Independent Gamma Random Variables

被引：0

作者：

Chasapis, Giorgos ^{[1
]}

Singh, Salil ^{[1
]}

Tkocz, Tomasz ^{[1
]}

机构：

[1] Carnegie Mellon Univ, Pittsburgh, PA 15213 USA

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2023年 / 36卷 / 02期

关键词：

Entropy; Max-entropy; Gamma distribution; Weighted sums; Schur-convexity; BOUNDS; INEQUALITIES; PROBABILITY; SECTIONS; CUBE;

D O I：

10.1007/s10959-022-01192-y

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We establish several Schur-convexity type results under fixed variance for weighted sums of independent gamma random variables and obtain nonasymptotic bounds on their Renyi entropies. In particular, this pertains to the recent results by Bartczak-Nayar-Zwara as well as Bobkov-Naumov-Ulyanov, offering simple proofs of the former and extending the latter.

引用

页码：1227 / 1242

页数：16

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