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Entropies of sums of independent gamma random variables (2201.08284v2)
Published 20 Jan 2022 in math.PR, cs.IT, and math.IT
Abstract: We establish several Schur-convexity type results under fixed variance for weighted sums of independent gamma random variables and obtain nonasymptotic bounds on their R\'enyi entropies. In particular, this pertains to the recent results by Bartczak-Nayar-Zwara as well as Bobkov-Naumov-Ulyanov, offering simple proofs of the former and extending the latter.
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