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Sharp Rogers--Shephard Inequalities for Rényi Entropy
We establish sharp weighted Rogers--Shephard inequalities for Rényi differential entropy. For independent copies $X,X'$ of a log-concave random vector in $\R^n$, we prove $h_p(aX-bX')\le h_p(X)+n\log(a+b)$ for all $a,b>0$ and $1\le p\le\infty$, where orders $1$ and $\infty$ correspond to Shannon ent
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