paper

A de Bruijn identity for discrete random variables

arXiv:1701.07089 · doi:10.1109/ISIT.2017.8006658

Abstract

We discuss properties of the "beamsplitter addition" operation, which provides a non-standard scaled convolution of random variables supported on the non-negative integers. We give a simple expression for the action of beamsplitter addition using generating functions. We use this to give a self-contained and purely classical proof of a heat equation and de Bruijn identity, satisfied when one of the variables is geometric.

9 pages, shorter version submitted to ISIT 2017

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