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Variants of the Entropy Power Inequality (1609.04897v3)
Published 16 Sep 2016 in cs.IT, math.IT, and math.PR
Abstract: An extension of the entropy power inequality to the form $N_r\alpha(X+Y) \geq N_r\alpha(X) + N_r\alpha(Y)$ with arbitrary independent summands $X$ and $Y$ in $\mathbb{R}n$ is obtained for the R\'enyi entropy and powers $\alpha \geq (r+1)/2$.