Self-Similar Solutions of Rényi’s Entropy and the Concavity of Its Entropy Power

Abstract

We study the class of self-similar probability density functions with finite mean and variance, which maximize Rényi’s entropy. The investigation is restricted in the Schwartz space S(Rd) and in the space of l-differentiable compactly supported functions Clc (Rd). Interestingly, the solutions of this optimization problem do not coincide with the solutions of the usual porous medium equation with a Dirac point source, as occurs in the optimization of Shannon’s entropy. We also study the concavity of the entropy power in Rd with respect to time using two different methods. The first one takes advantage of the solutions determined earlier, while the second one is based on a setting that could be used for Riemannian manifolds.

Keywords

• maximum Rényi entropy
• entropy power
• Fisher information
• nonlinear diffusion equation