An Extremal Inequality Motivated by Multiterminal Information-Theoretic Problems

Authors:
Tie Liu;P. Viswanath
Affiliations:
Dept. of Electr. & Comput. Eng., Texas A&M Univ., College Station, TX;-
Venue:
IEEE Transactions on Information Theory
Year:
2007

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Abstract

We prove a new extremal inequality, motivated by the vector Gaussian broadcast channel and the distributed source coding with a single quadratic distortion constraint problems. As a corollary, this inequality yields a generalization of the classical entropy-power inequality (EPI). As another corollary, this inequality sheds insight into maximizing the differential entropy of the sum of two dependent random variables