A New Tight Upper Bound on the Entropy of Sums
We consider the independent sum of a given random variable with a Gaussian variable and an infinitely divisible one. We find a novel tight upper bound on the entropy of the sum which still holds when the variable possibly has an infinite second moment. The proven bound has several implications on bo...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2015-12-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | http://www.mdpi.com/1099-4300/17/12/7881 |