Related papers: On the robustness of q-expectation values and Reny…
We present results about financial market observables, specifically returns and traded volumes. They are obtained within the current nonextensive statistical mechanical framework based on the entropy $S_{q}=k\frac{1-\sum\limits_{i=1}^{W}…
It is shown that the Renyi entropy is as stable as the Tsallis entropy at least for Abe-Lesche counterexamples.
We propose a new way of defining entropy of a system, which gives a general form which may be nonextensive as Tsallis entropy, but is linearly dependent on component entropies, like Renyi entropy, which is extensive. This entropy has a…
Estimation of Shannon and R\'enyi entropies of unknown discrete distributions is a fundamental problem in statistical property testing and an active research topic in both theoretical computer science and information theory. Tight bounds on…
Phase-space versions of quantum mechanics -- from Wigner's original distribution to modern discrete-qudit constructions -- represent some states with negative quasi-probabilities. Conventional Shannon and R\'enyi entropies become…
Entropy and its various generalizations are important in many fields, including mathematical statistics, communication theory, physics and computer science, for characterizing the amount of information associated with a probability…
We consider the new class $\boldsymbol{Q}$ of rational-infinitely (or quasi-infinitely) divisible distribution functions on the real line. By definition, $F\in \boldsymbol{Q}$ if there are some infinitely divisible distribution functions…
Quite general, analytical (both exact and approximate) forms for discrete probability distributions (PD's) that maximize Tsallis entropy for a fixed variance are here investigated. They apply, for instance, in a wide variety of scenarios in…
Entropy is useful in statistical problems as a measure of irreversibility, randomness, mixing, dispersion, and number of microstates. However, there remains ambiguity over the precise mathematical formulation of entropy, generalized beyond…
Power-law distributions are widely observed in complex systems, yet establishing their thermodynamic consistency remains a theoretical challenge. In this paper, we present a thermodynamic framework for power-law statistics based on the…
R\'enyi complexity ratio of two density functions is introduced for three and multidimensional quantum systems. Localization property of several density functions are defined and five theorems about near continuous property of R\'enyi…
q-Expectation value of a physical quantity is widely used in nonextensive statistical mechanics. Here, it is shown that the q-expectation value is not stable under small deformations of a probability distribution function, in general,…
We calculate and analyze various entropy measures and their properties for selected probability distributions. The entropies considered include Shannon, R\'enyi, generalized R\'enyi, Tsallis, Sharma-Mittal, and modified Shannon entropy,…
It is critical and challenging to design robust predictors for stochastic dynamical systems (SDSs) with uncertainty quantification (UQ) in the prediction. Specifically, robustness guarantees the worst-case performance when the predictor's…
Consider the density dependent (i.e. Nemytskii-type) SDEs on $\mathbb R^d$, where the drift $b_t(x,\rho(x),\rho)$ is locally integrable in $(t,x)\in [0,\infty)\times \mathbb R^d$ and may be singular in the distribution density function…
In many applications, the probability density function is subject to experimental errors. In this work the continuos dependence of a class of generalized entropies on the experimental errors is studied. This class includes the C. Shannon,…
We prove that all R\'enyi entanglement entropies of spin-chains described by generic (gapped), translational invariant matrix product states (MPS) are extensive for disconnected sub-systems: All R\'enyi entanglement entropy densities of the…
We obtain formulas for Petz-R\'enyi and Umegaki relative entropy from the idea of distribution of a positive selfadjoint operator. Classical results on R\'enyi and Kullback-Leibler divergences are applied to obtain new results and new…
We study a new class of so-called rational-infinitely (or quasi-infinitely) divisible probability laws on the real line. The characteristic functions of these distributions are ratios of the characteristic functions of classical infinitely…
We study different aspects of the stabilizer entropies (SEs) and compare them against known nonstabilizerness monotones such as the min-relative entropy and the robustness of magic. First, by means of explicit examples, we show that, for…