Moments, Concentration, and Entropy of Log-Concave Distributions
@article{Marsiglietti2022MomentsCA, title={Moments, Concentration, and Entropy of Log-Concave Distributions}, author={Arnaud Marsiglietti and James Melbourne}, journal={ArXiv}, year={2022}, volume={abs/2205.08293} }
We utilize and extend a simple and classical mechanism, combining log-concavity and majorization in the convex order to derive moments, concentration, and entropy inequalities for log-concave random variables with respect to a reference measure.
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