Entropy, Vol. 23, Pages 1593: A Generalization of the Concavity of Rényi Entropy Power (Entropy)

Recently, Savaré-Toscani proved that the Rényi entropy power of general probability densities solving the p-nonlinear heat equation in Rn is a concave function of time under certain conditions of three parameters n,p,μ, which extends Costa’s concavity inequality for Shannon’s entropy power to the Rényi entropy power. In this paper, we give a condition Φ(n,p,μ) of n,p,μ under which the concavity of the Rényi entropy power is valid. The condition Φ(n,p,μ) contains Savaré-Toscani’s condition as a special case and much more cases. Precisely, the points (n,p,μ) satisfying Savaré-Toscani’s condition consist of a two-dimensional subset of R3, and the points satisfying the condition Φ(n,p,μ) consist a three-dimensional subset of R3. Furthermore, Φ(n,p,μ) gives the necessary and sufficient condition in a certain sense. Finally, the conditions are obtained with a systematic approach.