Moment-entropy inequalities
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Erwin Lutwak [1] ; Deane Yang [1] ; Gaoyong Zhang [1]
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[1] Polytechnic University
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- Localización: Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 32, Nº. 1, 2, 2004, págs. 757-774
- Idioma: inglés
- DOI: 10.1214/aop/1079021463
- Texto completo no disponible (Saber más ...)
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Resumen
It is shown that the product of the Rényi entropies of two independent random vectors provides a sharp lower bound for the expected value of the moments of the inner product of the random vectors. This new inequality contains important geometry (such as extensions of one of the fundamental affine isoperimetric inequalities, the Blaschke--Santaló inequality).
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