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arxiv: 1606.05969 · v3 · pith:4Z4ZTOMWnew · submitted 2016-06-20 · 💻 cs.IT · math.IT

Yet Another Proof of the Entropy Power Inequality

classification 💻 cs.IT math.IT
keywords inequalityproofanotherentropypowersimpleavoidscase
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Yet another simple proof of the entropy power inequality is given, which avoids both the integration over a path of Gaussian perturbation and the use of Young's inequality with sharp constant or R\'enyi entropies. The proof is based on a simple change of variables, is formally identical in one and several dimensions, and easily settles the equality case.

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