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We introduce a new analysis method to deal with stationary non-Gaussian noises in gravitational wave detectors in terms of the independent component analysis. First, we consider the simplest case where the detector outputs are linear…
We establish quantitative stability results for the entropy power inequality (EPI). Specifically, we show that if uniformly log-concave densities nearly saturate the EPI, then they must be close to Gaussian densities in the quadratic…
Inertial particles in 2D driven by a Gaussian white noise forcing are considered. For two examples of the forcing (compressible and incompressible) upper and lower bounds are found for the mean number of caustics as a function of Stokes…
Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…
A discrete stochastic process involving random amplification with additive noise is studied analytically. If the non-negative random amplification factor $b$ is such that $<b^{\beta}>=1$ where $\beta$ is any positive non-integer, then the…
We consider a slow passage through a point of loss of stability. If the passage is sufficiently slow, the dynamics are controlled by additive random disturbances, even if they are extremely small. We derive expressions for the `exit value'…
This paper proposes a unifying variational approach for proving and extending some fundamental information theoretic inequalities. Fundamental information theory results such as maximization of differential entropy, minimization of Fisher…
The power-spectrum subband energy ratio (PSER) has been applied in a variety of fields, but reports on its statistical properties have been limited. As such, this study investigates these characteristics in the presence of additive Gaussian…
We study concave trace functions of several operator variables and formulate and prove multivariate generalisations of the Golden-Thompson inequality. The obtained results imply that certain functionals in quantum statistical mechanics have…
We establish analogues of the Bergstr\"om and Bonnesen inequalities, related to determinants and volumes respectively, for the entropy power and for the Fisher information. The obtained inequalities strengthen the well-known convolution…
We study methods for simultaneous analysis of many noisy experiments in the presence of rich covariate information. The goal of the analyst is to optimally estimate the true effect underlying each experiment. Both the noisy experimental…
A stochastic Navier-Stokes equation with space-time Gaussian white noise is considered, having as infinitesimal invariant measure a Gaussian measure \mu_{\nu} whose covariance is given in terms of the enstrophy. Pathwise uniqueness for…
Entanglement entropy, which is a measure of quantum correlations between separate parts of a many-body system, has emerged recently as a fundamental quantity in broad areas of theoretical physics, from cosmology and field theory to…
The symbol error rate of the minimum distance detector for an arbitrary multi-dimensional constellation impaired by additive white Gaussian noise is characterized as the product of a completely monotone function with a non-negative power of…
We consider the stochastic heat equation driven by a multiplicative Gaussian noise that is white in time and spatially homogeneous in space. Assuming that the spatial correlation function is given by a Riesz kernel of order $\alpha \in…
We study the invariant measure of the one-dimensional stochastic Allen-Cahn equation for a small noise strength and a large but finite system. We endow the system with inhomogeneous Dirichlet boundary conditions that enforce at least one…
Time-irreversibility is a distinctive feature of non-equilibrium dynamics and several measures of irreversibility have been introduced to assess the distance from thermal equilibrium of a stochastically driven system. While the dynamical…
A notion of quantum multipole (in particular, dipole) noise is considered. Quantum dipole noise is an analogue of quantum white noise but it acts in a Fock space with indefinite metric. Quantum {\it white} noise describes the leading term…
We quantify the intrinsic noise content of an observable in a general probabilistic theory and derive a noise content inequality for incompatible observables. We apply the derived inequality to standard quantum theory, the quantum theory of…
Uncertainty relations are central to quantum physics. While they were originally formulated in terms of variances, they have later been successfully expressed with entropies following the advent of Shannon information theory. Here, we…