Entropy concavity for log-concave random variables: an asymmetric counterexample

Source abstract

The Ball-Nayar-Tkocz entropy concavity conjecture asserts that, if $X,Y$ are independent identically distributed real random variables with a common log-concave density, then the differential entropy of their weighted sum, $$F(t)=h\bigl(\sqrt{1-t}\,X+\sqrt t\,Y\bigr),\qquad 0\le t\le1,$$ is a concave function of the weight parameter $t$. We construct an asymmetric, strictly positive smooth probability density $f$ with mean zero, variance one, and $(\log f)'' 0$ throughout an endpoint neighborhood $0 0$ and $J_3<0$, and explicit remainder estimates verify the constructed density and its endpoint curvature. The counterexample does not address the conjecture with an additional symmetry assumption.