Link between Rényi-Tsallis Entropy and Hölder’s Inequality: History Edit

https://doi.org/10.3390/e21060549

The well-known Hölder’s inequality has been recently utilized as an essential tool for solving several optimization problems. However, such an essential role of Hölder’s inequality does not seem to have been reported in the context of generalized entropy, including Rényi–Tsallis entropy. Tanaka, Nakagawa, and Oohama identify a direct link between Rényi–Tsallis entropy and Hölder’s inequality. Specifically, they demonstrate yet another elegant proof of the Rényi–Tsallis entropy maximization problem. Especially for the Tsallis entropy maximization problem, only with the equality condition of Hölder’s inequality is the q-Gaussian distribution uniquely specified and also proved to be optimal.

 

 

  • Rényi-Tsallis entropy
  • Generalized entropy
  • Optimization
  • Hölder’s inequality