Mathematics – Functional Analysis
Scientific paper
2011-09-24
Journal of Functional Analysis, Vol. 262, no. 7, pp. 3309-3339, April 2012
Mathematics
Functional Analysis
28 pages, revised version of a document submitted in October 2010
Scientific paper
10.1016/j.jfa.2012.01.011
We develop a reverse entropy power inequality for convex measures, which may be seen as an affine-geometric inverse of the entropy power inequality of Shannon and Stam. The specialization of this inequality to log-concave measures may be seen as a version of Milman's reverse Brunn-Minkowski inequality. The proof relies on a demonstration of new relationships between the entropy of high dimensional random vectors and the volume of convex bodies, and on a study of effective supports of convex measures, both of which are of independent interest, as well as on Milman's deep technology of $M$-ellipsoids and on certain information-theoretic inequalities. As a by-product, we also give a continuous analogue of some Pl\"unnecke-Ruzsa inequalities from additive combinatorics.
Bobkov Sergey
Madiman Mokshay
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