<p>We prove the following type of discrete entropy monotonicity for sums of isotropic, log-concave, independent and identically distributed random vectors <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(X_1,\dots ,X_{n+1}\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>X</mi> <mn>1</mn> </msub> <mo>,</mo> <mo>⋯</mo> <mo>,</mo> <msub> <mi>X</mi> <mrow> <mi>n</mi> <mo>+</mo> <mn>1</mn> </mrow> </msub> </mrow> </math></EquationSource> </InlineEquation> on <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\(\mathbb {Z}^d\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mrow> <mi mathvariant="double-struck">Z</mi> </mrow> <mi>d</mi> </msup> </math></EquationSource> </InlineEquation>: <Equation ID="Equ78"> <EquationSource Format="TEX">\( H(X_1+\cdots +X_{n+1}) \ge H(X_1+\cdots +X_{n}) + \frac{d}{2}\log {\Bigl (\frac{n+1}{n}\Bigr )} +o(1), \)</EquationSource> <EquationSource Format="MATHML"><math display="block"> <mrow> <mi>H</mi> <mrow> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mn>1</mn> </msub> <mo>+</mo> <mo>⋯</mo> <mo>+</mo> <msub> <mi>X</mi> <mrow> <mi>n</mi> <mo>+</mo> <mn>1</mn> </mrow> </msub> <mo stretchy="false">)</mo> </mrow> <mo>≥</mo> <mi>H</mi> <mrow> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mn>1</mn> </msub> <mo>+</mo> <mo>⋯</mo> <mo>+</mo> <msub> <mi>X</mi> <mi>n</mi> </msub> <mo stretchy="false">)</mo> </mrow> <mo>+</mo> <mfrac> <mi>d</mi> <mn>2</mn> </mfrac> <mo>log</mo> <mrow> <mrow> <mo maxsize="1.623em" minsize="1.623em" stretchy="true">(</mo> </mrow> <mfrac> <mrow> <mi>n</mi> <mo>+</mo> <mn>1</mn> </mrow> <mi>n</mi> </mfrac> <mrow> <mo maxsize="1.623em" minsize="1.623em" stretchy="true">)</mo> </mrow> </mrow> <mo>+</mo> <mi>o</mi> <mrow> <mo stretchy="false">(</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> <mo>,</mo> </mrow> </math></EquationSource> </Equation>where <i>o</i>(1) vanishes as <InlineEquation ID="IEq5"> <EquationSource Format="TEX">\(H(X_1) \rightarrow \infty \)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>H</mi> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mn>1</mn> </msub> <mo stretchy="false">)</mo> <mo stretchy="false">→</mo> <mi>∞</mi> </mrow> </math></EquationSource> </InlineEquation>. Moreover, for the <i>o</i>(1)-term, we obtain a rate of convergence <InlineEquation ID="IEq6"> <EquationSource Format="TEX">\( O\Bigl ({H(X_1)}{e^{-\frac{1}{d}H(X_1)}}\Bigr )\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>O</mi> <mrow> <mo maxsize="1.623em" minsize="1.623em" stretchy="true">(</mo> </mrow> <mrow> <mi>H</mi> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mn>1</mn> </msub> <mo stretchy="false">)</mo> </mrow> <msup> <mi>e</mi> <mrow> <mo>-</mo> <mfrac> <mn>1</mn> <mi>d</mi> </mfrac> <mi>H</mi> <mrow> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mn>1</mn> </msub> <mo stretchy="false">)</mo> </mrow> </mrow> </msup> <mrow> <mo maxsize="1.623em" minsize="1.623em" stretchy="true">)</mo> </mrow> </mrow> </math></EquationSource> </InlineEquation>, where the implied constants depend on <i>d</i> and <i>n</i>. This generalizes to <InlineEquation ID="IEq7"> <EquationSource Format="TEX">\(\mathbb {Z}^d\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mrow> <mi mathvariant="double-struck">Z</mi> </mrow> <mi>d</mi> </msup> </math></EquationSource> </InlineEquation> the one-dimensional result of the second named author (2023). As in dimension one, our strategy is to establish that the discrete entropy <InlineEquation ID="IEq8"> <EquationSource Format="TEX">\(H(X_1+\cdots +X_{n})\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>H</mi> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mn>1</mn> </msub> <mo>+</mo> <mo>⋯</mo> <mo>+</mo> <msub> <mi>X</mi> <mi>n</mi> </msub> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> is close to the differential (continuous) entropy <InlineEquation ID="IEq9"> <EquationSource Format="TEX">\(h(X_1+U_1+\cdots +X_{n}+U_{n})\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>h</mi> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mn>1</mn> </msub> <mo>+</mo> <msub> <mi>U</mi> <mn>1</mn> </msub> <mo>+</mo> <mo>⋯</mo> <mo>+</mo> <msub> <mi>X</mi> <mi>n</mi> </msub> <mo>+</mo> <msub> <mi>U</mi> <mi>n</mi> </msub> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation>, where <InlineEquation ID="IEq10"> <EquationSource Format="TEX">\(U_1,\dots , U_n\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>U</mi> <mn>1</mn> </msub> <mo>,</mo> <mo>⋯</mo> <mo>,</mo> <msub> <mi>U</mi> <mi>n</mi> </msub> </mrow> </math></EquationSource> </InlineEquation> are independent and identically distributed uniform random vectors on <InlineEquation ID="IEq11"> <EquationSource Format="TEX">\([0,1]^d\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mrow> <mo stretchy="false">[</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">]</mo> </mrow> <mi>d</mi> </msup> </math></EquationSource> </InlineEquation> and to apply the theorem of Artstein, Ball, Barthe and Naor (2004) on the monotonicity of differential entropy. In fact, we show this result under more general assumptions than log-concavity, which are preserved up to constants under convolution. Namely, we consider families of random variables for which, as the determinant of the covariance matrix increases, the probability mass function <b>i)</b> is bounded above in terms of the determinant of the covariance matrix, <b>ii)</b> has subexponential tails, <b>iii)</b> has (discrete) bounded variation. In order to show that log-concave distributions satisfy our assumptions in dimension <InlineEquation ID="IEq12"> <EquationSource Format="TEX">\(d\ge 2\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>d</mi> <mo>≥</mo> <mn>2</mn> </mrow> </math></EquationSource> </InlineEquation>, more involved tools from convex geometry are needed because a suitable position is required. We show that, for a log-concave function on <InlineEquation ID="IEq13"> <EquationSource Format="TEX">\(\mathbb {R}^d\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mrow> <mi mathvariant="double-struck">R</mi> </mrow> <mi>d</mi> </msup> </math></EquationSource> </InlineEquation> in isotropic position, its integral, barycenter and covariance matrix are close to their discrete counterparts. Moreover, in the log-concave case, we weaken the isotropicity assumption to what we call <i>almost isotropicity</i>. One of our technical tools is a discrete analogue to the upper bound on the isotropic constant of a log-concave function, which extends to dimensions <InlineEquation ID="IEq14"> <EquationSource Format="TEX">\(d\ge 1\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>d</mi> <mo>≥</mo> <mn>1</mn> </mrow> </math></EquationSource> </InlineEquation> a result of Bobkov, Marsiglietti and Melbourne (2022) in dimension one and may be of independent interest.</p>

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On the Monotonicity of Discrete Entropy for Log-Concave Random Vectors on \(\mathbb {Z}^d\)

  • Matthieu Fradelizi,
  • Lampros Gavalakis,
  • Martin Rapaport

摘要

We prove the following type of discrete entropy monotonicity for sums of isotropic, log-concave, independent and identically distributed random vectors \(X_1,\dots ,X_{n+1}\) X 1 , , X n + 1 on \(\mathbb {Z}^d\) Z d : \( H(X_1+\cdots +X_{n+1}) \ge H(X_1+\cdots +X_{n}) + \frac{d}{2}\log {\Bigl (\frac{n+1}{n}\Bigr )} +o(1), \) H ( X 1 + + X n + 1 ) H ( X 1 + + X n ) + d 2 log ( n + 1 n ) + o ( 1 ) , where o(1) vanishes as \(H(X_1) \rightarrow \infty \) H ( X 1 ) . Moreover, for the o(1)-term, we obtain a rate of convergence \( O\Bigl ({H(X_1)}{e^{-\frac{1}{d}H(X_1)}}\Bigr )\) O ( H ( X 1 ) e - 1 d H ( X 1 ) ) , where the implied constants depend on d and n. This generalizes to \(\mathbb {Z}^d\) Z d the one-dimensional result of the second named author (2023). As in dimension one, our strategy is to establish that the discrete entropy \(H(X_1+\cdots +X_{n})\) H ( X 1 + + X n ) is close to the differential (continuous) entropy \(h(X_1+U_1+\cdots +X_{n}+U_{n})\) h ( X 1 + U 1 + + X n + U n ) , where \(U_1,\dots , U_n\) U 1 , , U n are independent and identically distributed uniform random vectors on \([0,1]^d\) [ 0 , 1 ] d and to apply the theorem of Artstein, Ball, Barthe and Naor (2004) on the monotonicity of differential entropy. In fact, we show this result under more general assumptions than log-concavity, which are preserved up to constants under convolution. Namely, we consider families of random variables for which, as the determinant of the covariance matrix increases, the probability mass function i) is bounded above in terms of the determinant of the covariance matrix, ii) has subexponential tails, iii) has (discrete) bounded variation. In order to show that log-concave distributions satisfy our assumptions in dimension \(d\ge 2\) d 2 , more involved tools from convex geometry are needed because a suitable position is required. We show that, for a log-concave function on \(\mathbb {R}^d\) R d in isotropic position, its integral, barycenter and covariance matrix are close to their discrete counterparts. Moreover, in the log-concave case, we weaken the isotropicity assumption to what we call almost isotropicity. One of our technical tools is a discrete analogue to the upper bound on the isotropic constant of a log-concave function, which extends to dimensions \(d\ge 1\) d 1 a result of Bobkov, Marsiglietti and Melbourne (2022) in dimension one and may be of independent interest.