Entropies of Sums of Independent Gamma Random Variables

Giorgos Chasapis (), Salil Singh () and Tomasz Tkocz ()
Additional contact information
Giorgos Chasapis: Carnegie Mellon University
Salil Singh: Carnegie Mellon University
Tomasz Tkocz: Carnegie Mellon University

Journal of Theoretical Probability, 2023, vol. 36, issue 2, 1227-1242

Abstract: Abstract We establish several Schur-convexity type results under fixed variance for weighted sums of independent gamma random variables and obtain nonasymptotic bounds on their Rényi entropies. In particular, this pertains to the recent results by Bartczak–Nayar–Zwara as well as Bobkov–Naumov–Ulyanov, offering simple proofs of the former and extending the latter.

Keywords: Entropy; Max-entropy; Gamma distribution; Weighted sums; Schur-convexity; Primary 60E15; Secondary 94A17 (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10959-022-01192-y Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:36:y:2023:i:2:d:10.1007_s10959-022-01192-y

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1007/s10959-022-01192-y

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().