On the entropy of the sum and of the difference of independent random variables
- Conference Paper
We show that the entropy of the sum of independent random variables can greatly differ from the entropy of their difference. The gap between the two entropies can be arbitrarily large. This holds for regular entropies as well as differential entropies. Our results rely heavily on a result of Ruzsa, who studied sums and differences of finite sets. Show more
Book title2008 IEEE 25th Convention of Electrical and Electroncs Engineers in Israel
Pages / Article No.
SubjectDifferential Entropy; Entropy; Sum; Difference
MoreShow all metadata