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Article Dans Une Revue Electronic Communications in Probability Année : 2012

Concavity of entropy along binomial convolutions

Erwan Hillion
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Résumé

Motivated by a generalization of Sturm-Lott-Villani theory to discrete spaces and by a conjecture stated by Shepp and Olkin about the entropy of sums of Bernoulli random variables, we prove the concavity in t of the entropy of the convolution of a probability measure a , which has the law of a sum of independent Bernoulli variables, by the binomial measure of parameters n \geq 1 and t.

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hal-01296809 , version 1 (01-04-2016)

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Erwan Hillion. Concavity of entropy along binomial convolutions. Electronic Communications in Probability, 2012, 17 (4), pp.1-. ⟨10.1214/ECP.v17-1707⟩. ⟨hal-01296809⟩
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