Document Detail


Shannon's monotonicity problem for free and classical entropy.
MedLine Citation:
PMID:  17881587     Owner:  NLM     Status:  MEDLINE    
Abstract/OtherAbstract:
We give a short unified proof of the following theorem, valid in the context of both classical probability theory and Voiculescu's free probability theory: let (X(j)((1)), ..., X(j)((n))) be independent (resp., freely independent) n-tuples of random variables. Let Z(N)((p)) = N(-1/2)(X(1)((p)) + ... + X(N)((p))) be their central limit sums. Then the entropy (resp., free entropy) of the n-tuple (Z(N)((1)), ..., Z(N)((n))) is a monotone function of N. The classical case (for n = 1) is a celebrated result of Artstein, Ball, Barthe, and Naor, and our proof is an adaptation and simplification of their argument.
Authors:
Dimitri Shlyakhtenko; Hanne Schultz
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Publication Detail:
Type:  Journal Article; Research Support, U.S. Gov't, Non-P.H.S.     Date:  2007-09-19
Journal Detail:
Title:  Proceedings of the National Academy of Sciences of the United States of America     Volume:  104     ISSN:  0027-8424     ISO Abbreviation:  Proc. Natl. Acad. Sci. U.S.A.     Publication Date:  2007 Sep 
Date Detail:
Created Date:  2007-09-26     Completed Date:  2007-10-26     Revised Date:  2011-01-04    
Medline Journal Info:
Nlm Unique ID:  7505876     Medline TA:  Proc Natl Acad Sci U S A     Country:  United States    
Other Details:
Languages:  eng     Pagination:  15254-8     Citation Subset:  IM    
Affiliation:
Department of Mathematics, University of California, Los Angeles, CA 90095, USA. shlyakht@math.ucla.edu
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MeSH Terms
Descriptor/Qualifier:
Entropy*
Information Theory
Models, Statistical*
Models, Theoretical
Normal Distribution
Probability

From MEDLINE®/PubMed®, a database of the U.S. National Library of Medicine


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