A de Bruijn identity for discrete random variables

被引:0
|
作者
Johnson, Oliver [1 ]
Guha, Saikat [2 ]
机构
[1] Univ Bristol, Sch Math, Bristol BS8 1TW, Avon, England
[2] Raytheon BBN Technol, Quantum Informat Proc Grp, Cambridge, MA 02138 USA
关键词
ENTROPY; MONOTONICITY; INEQUALITIES; LAW;
D O I
暂无
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
We discuss properties of the "beamsplitter addition" operation, which provides a non-standard scaled convolution of random variables supported on the non-negative integers. We give a simple expression for the action of beamsplitter addition using generating functions. We use this to give a self-contained and purely classical proof of a heat equation and de Bruijn identity, satisfied when one of the variables is geometric.
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页码:898 / 902
页数:5
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