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Yet Another Proof of the Entropy Power Inequality (1606.05969v3)
Published 20 Jun 2016 in cs.IT and math.IT
Abstract: Yet another simple proof of the entropy power inequality is given, which avoids both the integration over a path of Gaussian perturbation and the use of Young's inequality with sharp constant or R\'enyi entropies. The proof is based on a simple change of variables, is formally identical in one and several dimensions, and easily settles the equality case.