Moment-entropy inequalities
Lutwak, Erwin ; Yang, Deane ; Zhang, Gaoyong
Ann. Probab., Tome 32 (2004) no. 1A, p. 757-774 / Harvested from Project Euclid
It is shown that the product of the Rényi entropies of two independent random vectors provides a sharp lower bound for the expected value of the moments of the inner product of the random vectors. This new inequality contains important geometry (such as extensions of one of the fundamental affine isoperimetric inequalities, the Blaschke--Santaló inequality).
Publié le : 2004-01-14
Classification:  Blaschke--Santaló inequality,  Rényi entropy,  dual mixed volumes,  60D05,  94A17,  52A40
@article{1079021463,
     author = {Lutwak, Erwin and Yang, Deane and Zhang, Gaoyong},
     title = {Moment-entropy inequalities},
     journal = {Ann. Probab.},
     volume = {32},
     number = {1A},
     year = {2004},
     pages = { 757-774},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1079021463}
}
Lutwak, Erwin; Yang, Deane; Zhang, Gaoyong. Moment-entropy inequalities. Ann. Probab., Tome 32 (2004) no. 1A, pp.  757-774. http://gdmltest.u-ga.fr/item/1079021463/