Entropy power inequalities in compact groups

Abstract

Suppose $X,Y$ are independent random variables with values in a compact abelian group $(G,+)$. We examine the following two entropy power-type inequalities: $h(X+Y)\ge \frac{1}{2}h(X)+\frac{1}{2}h(Y)$ and $h(X+Y)\ge \max \{h(X),h(Y)\}$, where the entropy $h(Z)$ of a $G$-valued random variable $Z$ is defined in terms of its density with respect to Haar measure on $G$. For groups that are either connected or finite with no nontrivial subgroups, we precisely characterize the cases of equality and establish explicit, quantitative stability estimates in terms of relative entropy for these two inequalities. The main tools are a generalization of an entropic inequality obtained by Green, Manners and Tao (2023) for discrete entropy, and a harmonic-analytic estimate for the chi-squared contraction coefficient in connected compact groups. As an application, we derive exponential convergence rates to the uniform distribution in relative entropy for random walks on connected compact abelian groups.

22 pages, no figures