Entropy, subentropy and the elementary symmetric functions

Abstract

We use complex contour integral techniques to study the entropy H and subentropy Q as functions of the elementary symmetric polynomials, revealing a series of striking properties. In particular for these variables, derivatives of -Q are equal to derivatives of H of one higher order and the first derivatives of H and Q are seen to be completely monotone functions. It then follows that exp (-H) and exp(-Q) are Laplace transforms of infinitely divisible probability distributions.