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We obtain a Bernstein type Gaussian concentration inequality for martingales. Our inequality improves the Azuma-Hoeffding inequality for moderate deviations $x$. Following the work of McDiarmid (1989), Talagrand (1996) and Boucheron, Lugosi…

Probability · Mathematics 2017-10-17 Xiequan Fan

Making statistical predictions requires tackling two problems: one must assign appropriate probability distributions and then one must calculate a variety of expected values. The method of maximum entropy is commonly used to address the…

Statistical Mechanics · Physics 2009-11-07 Chih-Yuan Tseng , Ariel Caticha

A principle of hierarchical entropy maximization is proposed for generalized superstatistical systems, which are characterized by the existence of three levels of dynamics. If a generalized superstatistical system comprises a set of…

Statistical Mechanics · Physics 2012-06-22 Denis Nikolaevich Sob'yanin

The aim of the paper is to study the link between non additivity of some entropies and their boundedness. We propose an axiomatic construction of the entropy relying on the fact that entropy belongs to a group isomorphic to the usual…

Statistical Mechanics · Physics 2009-11-11 Pierre-Olivier Amblard , Christophe Vignat

Within its range of applicability, the Boltzmann equation seems unique in its capacity to accurately describe the transition from almost any initial state to a self-equilibrated thermal state. Using information-theoretic methods to rephrase…

Statistical Mechanics · Physics 2025-10-07 Jürgen T. Stockburger

We describe a method to computationally estimate the probability density function of a univariate random variable by applying the maximum entropy principle with some local conditions given by Gaussian functions. The estimation errors and…

Statistics Theory · Mathematics 2012-06-21 Mihail-Ioan Pop

We study a one-dimensional elliptic problem with highly oscillatory random diffusion coefficient. We derive a homogenized solution and a so-called Gaussian corrector. We also prove a "pointwise" large deviation principle (LDP) for the full…

Analysis of PDEs · Mathematics 2010-12-07 Guillaume Bal , Roger Ghanem , Ian Langmore

We review a new form of entropy suggested by us, with origin in mixing of states of systems due to interactions and deformations of phase cells. It is demonstrated that this nonextensive form also leads to asymmetric maximal entropy…

Statistical Mechanics · Physics 2009-06-16 Fariel Shafee

Entropic cosmology assumes several forms of entropy on the horizon of the universe, where the entropy can be considered to behave as if it were related to the exchange (the transfer) of energy. To discuss this exchangeability, the…

General Relativity and Quantum Cosmology · Physics 2016-02-19 Nobuyoshi Komatsu , Shigeo Kimura

The aim of the present paper is to present a careful and accessible discussion of the formal aspects of Boltzmann-Gibbs and Tsallis entropies. We begin with a brief overview of Boltzmann-Gibbs entropy, highlighting its main properties and…

Statistical Mechanics · Physics 2025-10-23 Kelvin dos Santos Alves , Rogerio Teixeira Cavalcanti

The equilibrium distributions of probabilities providing maximality of Renyi and Tsallis entropies are rederived. New S-forms of them are found which are normalised with corresponding entropies in contrast to the usual Z-forms normalised…

Statistical Mechanics · Physics 2007-05-23 A. G. Bashkirov

Ergodic theory includes several notions of entropy for probability-preserving actions of countable groups. These include Kolmogorov--Sinai entropy based on F\o lner sequences for amenable groups, entropy defined using a random ordering of…

Operator Algebras · Mathematics 2026-03-23 Tim Austin

We show that finite systems whose Hamiltonians obey a generalized homogeneity relation rigorously follow the nonextensive thermostatistics of Tsallis. In the thermodynamical limit, however, our results indicate that the Boltzmann-Gibbs…

Statistical Mechanics · Physics 2016-08-31 Artur B. Adib , Andre A. Moreira , Jose S. Andrade , Murilo P. Almeida

We consider linear elliptic equations in divergence form with stationary random coefficients of integrable correlations. We characterize the fluctuations of a macroscopic observable of a solution to relative order $\frac{d}{2}$, where $d$…

Analysis of PDEs · Mathematics 2019-10-25 Mitia Duerinckx , Felix Otto

We give a closed-form solution of von Neumann entropy as a function of geometric phase modulated by visibility and average distinguishability in Hilbert spaces of two and three dimensions. We show that the same type of dependence also…

Quantum Physics · Physics 2009-11-10 Julian Hartley , Vlatko Vedral

A new second-order method for approximating the compressible Euler equations is introduced. The method preserves all the known invariant domains of the Euler system: positivity of the density, positivity of the internal energy and the local…

Numerical Analysis · Mathematics 2017-10-03 Jean-Luc Guermond , Murtazo Nazarov , Bojan Popov , Ignacio Tomas

The coupled entropy is proven to correct a flaw in the derivation of the Tsallis entropy and thereby solidify the theoretical foundations for analyzing the uncertainty of complex systems. The Tsallis entropy originated from considering…

Machine Learning · Statistics 2025-11-25 Kenric P. Nelson

The volume charge density for a conducting ellipsoid is expressed in simple geometrical terms, and then used to obtain the known surface charge density as well as the uniform charge per length along any principal axis. Corresponding results…

Classical Physics · Physics 2020-06-24 T L Curtright , Z Cao , S Huang , J S Sarmiento , S Subedi , D A Tarrence , T R Thapaliya

We show that the formation of large-scale structures through gravitational instability in the expanding universe can be fully described through a path-integral formalism. We derive the action S[f] which gives the statistical weight…

Astrophysics · Physics 2009-11-10 P. Valageas

By introducing the generalized uncertainty principle (GUP) on quantum density states, we newly obtain a consistent entropy of a scalar field on the (1+1)-dimensional Maxwell-dilaton background without an artificial cutoff in contrast to the…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Wontae Kim , Yong-Wan Kim , Young-Jai Park
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