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A Generalization of the Concavity of Rényi Entropy Powe (2103.06650v1)
Published 11 Mar 2021 in cs.IT and math.IT
Abstract: Recently, Savar\'{e}-Toscani proved that the R\'{e}nyi entropy power of general probability densities solving the $p$-nonlinear heat equation in $\mathbb{R}n$ is always a concave function of time, which extends Costa's concavity inequality for Shannon's entropy power to R\'{e}nyi entropies. In this paper, we give a generalization of Savar\'{e}-Toscani's result by giving a class of sufficient conditions of the parameters under which the concavity of the R\'{e}nyi entropy power is still valid. These conditions are quite general and include the parameter range given by Savar\'{e}-Toscani as special cases. Also, the conditions are obtained with a systematical approach.