The moment-entropy inequality shows that a contin- uous random variable with given second moment and maximal Shannon entropy must be Gaussian. Stam’s inequality shows that a continuous random variable with given Fisher information and minimal Shannon entropy must also be Gaussian. The Crame ́r- Rao inequality is a direct consequence of these two inequalities. In this paper the inequalities above are extended to Renyi entropy, p-th moment, and generalized Fisher information. Gen- eralized Gaussian random densities are introduced and shown to be the extremal densities for the new inequalities. An extension of the Crame ́r–Rao inequality is derived as a consequence of these moment and Fisher information inequalities.

We explain how the classical notions of Fisher information of a random variable and Fisher information matrix of a random vector can be extended to a much broader setting. We also show that Stam’s inequality for Fisher information and Shannon entropy, as well as the more generalized versions proved earlier by the authors, are all special cases of more general sharp inequalities satisfied by random vectors. The extremal random vectors, which we call generalized Gaussians, contain Gaussians as a limiting case but are noteworthy because they are heavy- tailed.

The relationship between Lp affine surface area and curvature measures is investigated. As a result, a new representation of the existing notion of Lp affine surface area depending only on curvature measures is derived. Direct proofs of the equivalence between this new representation and those previously known are provided. The proofs show that the new representation is, in a sense, “polar” to that of Lutwak’s and “dual” to that of Schutt & Werner’s.

For origin-symmetric convex bodies (i.e., the unit balls of finite dimensional Banach spaces) it is conjectured that there exist a family of inequalities each of which is stronger than the classical Brunn–Minkowski inequality and a family of inequalities each of which is stronger than the classical Minkowski mixed-volume inequality. It is shown that these two families of inequalities are “equivalent” in that once either of these inequalities is established, the other must follow as a consequence. All of the conjectured inequalities are established for plane convex bodies.

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