Monotonicity of Entropy and Fisher Information: A Quick Proof via Maximal Correlation

2016/10/13 by Courtade, Thomas A. · 1 citation
#FOS: Computer and information sciences #FOS: Mathematics #Information Theory (cs.IT) #Probability (math.PR)

paper · doi:10.48550/arxiv.1610.04174

Abstract

A simple proof is given for the monotonicity of entropy and Fisher information associated to sums of i.i.d. random variables. The proof relies on a characterization of maximal correlation for partial sums due to Dembo, Kagan and Shepp.

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