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The Entropy Power Inequality and Mrs. Gerber's Lemma for Abelian Groups of Order 2^n

(1207.6355)
Published Jul 26, 2012 in cs.IT , math.CO , math.GR , math.IT , and math.PR

Abstract

Shannon's Entropy Power Inequality can be viewed as characterizing the minimum differential entropy achievable by the sum of two independent random variables with fixed differential entropies. The entropy power inequality has played a key role in resolving a number of problems in information theory. It is therefore interesting to examine the existence of a similar inequality for discrete random variables. In this paper we obtain an entropy power inequality for random variables taking values in an abelian group of order 2n, i.e. for such a group G we explicitly characterize the function fG(x,y) giving the minimum entropy of the sum of two independent G-valued random variables with respective entropies x and y. Random variables achieving the extremum in this inequality are thus the analogs of Gaussians in this case, and these are also determined. It turns out that fG(x,y) is convex in x for fixed y and, by symmetry, convex in y for fixed x. This is a generalization to abelian groups of order 2n of the result known as Mrs. Gerber's Lemma.

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