A Direct Link between Rényi–Tsallis Entropy and Hölder’s Inequality—Yet Another Proof of Rényi–Tsallis Entropy Maximization

The well-known Hölder’s inequality has been recently utilized as an essential tool for solving several optimization problems. However, such an essential role of Hölder’s inequality does not seem to have been reported in the context of generalized entropy, includ...

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Bibliographic Details
Main Authors: Hisa-Aki Tanaka, Masaki Nakagawa, Yasutada Oohama
Format: Article
Language:English
Published: MDPI AG 2019-05-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/21/6/549
Description
Summary:The well-known H&#246;lder&#8217;s inequality has been recently utilized as an essential tool for solving several optimization problems. However, such an essential role of H&#246;lder&#8217;s inequality does not seem to have been reported in the context of generalized entropy, including R&#233;nyi&#8722;Tsallis entropy. Here, we identify a direct link between R&#233;nyi&#8722;Tsallis entropy and H&#246;lder&#8217;s inequality. Specifically, we demonstrate yet another elegant proof of the R&#233;nyi&#8722;Tsallis entropy maximization problem. Especially for the Tsallis entropy maximization problem, only with the equality condition of H&#246;lder&#8217;s inequality is the <i>q</i>-Gaussian distribution uniquely specified and also proved to be optimal.
ISSN:1099-4300