We develop a reverse entropy power inequality for convex measures, which may be seen as an affine-geometric inverse of the entropy power inequality of Shannon and Stam. The specialization of this inequality to log-concave measures may be seen as a version of Milman's reverse Brunn-Minkowski inequality. The proof relies on a demonstration of new relationships between the entropy of high dimensional random vectors and the volume of convex bodies, and on a study of effective supports of convex measures, both of which are of independent interest, as well as on Milman's deep technology of M-ellipsoids and on certain information-theoretic inequalities. As a by-product, we also give a continuous analogue of some Plünnecke-Ruzsa inequalities from additive combinatorics.
- Brunn-Minkowski inequality
- Convex measure