Related papers: Representation formula for the entropy and functio…
We consider stochastic versions of the Cauchy exponential functional equation and give a martingale characterization of the general solution.
An analogue of the Fourier transform will be introduced for all square integrable continuous martingale processes whose quadratic variation is deterministic. Using this transform we will formulate and prove a stochastic Heisenberg…
General hyperbolic systems of balance laws with inhomogeneity in space and time in all constitutive functions are studied in the context of relative entropy. A framework is developed in this setting that contributes to a measure-valued weak…
The goal of the present paper is to derive some conditions on saturation of (strong) subadditivity inequality for the stochastic matrices. The notion of relative entropy of stochastic matrices is introduced by mimicking quantum relative…
A short and elementary proof of the joint convexity of relative entropy is presented, using nothing beyond linear algebra. The key ingredients are an easily verified integral representation and the strategy used to prove the Cauchy-Schwarz…
In this paper, we consider the measure determined by a fractional Ornstein-Uhlenbeck process. For such measure, we establish a martingale representation theorem and consequently obtain the Logarithmic-Sobolev inequality. To this end, we…
We give a categorical treatment, in the spirit of Baez and Fritz, of relative entropy for probability distributions defined on standard Borel spaces. We define a category suitable for reasoning about statistical inference on standard Borel…
We generalize the usual exponential Boltzmann factor to any reasonable and potentially observable distribution function, $B(E)$. By defining generalized logarithms $\Lambda$ as inverses of these distribution functions, we are led to a…
Yet another simple proof of the entropy power inequality is given, which avoids both the integration over a path of Gaussian perturbation and the use of Young's inequality with sharp constant or R\'enyi entropies. The proof is based on a…
An entropic formulation of relativistic continuum mechanics is developed in the Landau-Lifshitz frame. We introduce two spatial scales, one being the small scale representing the linear size of each material particle and the other the large…
We introduce the theory of operator monotone functions and employ it to derive a new inequality relating the quantum relative entropy and the quantum conditional entropy. We present applications of this new inequality and in particular we…
We define entropy invariants for abstract algebraic structures using an asymptotic Boltzmann formula.
In this paper, we derive entropy functions whose local equilibria are suitable to recover the Euler-like equations in the framework of the Lattice Boltzmann method. Numerical examples are also given, which are consistent with the above…
From a suitable integral representation of the Laplace transform of a positive semi-definite quadratic form of independent real random variables with not necessarily identical densities a univariate integral representation is derived for…
Following [1], the aim of this paper is to analyze the relative weighted entropy involving the central moments weight functions. We compare the standard relative entropy with the weighted case in two particular forms of Gaussian…
Beckner's inequality is a family of inequalities that interpolates the two fundamental functional inequalities, the logarithmic Sobolev and Poincar\'e's inequalities. It is parametrized by exponent $p\in (1,2]$ and it implies the…
We analyse an analog of the entropy-power inequality for the weighted entropy.
In this paper, we derive a new generalisation of the strong subadditivity of the entropy to the setting of general conditional expectations onto arbitrary finite-dimensional von Neumann algebras. The latter inequality, which we call…
A dynamical estimate is given for the Boltzmann entropy of the Universe, under the simplifying assumptions provided by Newtonian cosmology. We first model the cosmological fluid as the probability fluid of a quantum-mechanical system. Next,…
In this contribution, we study a class of doubly nonlinear elliptic equations with bounded, merely integrable right-hand side on the whole space $\mathbb{R}^N$. The equation is driven by the fractional Laplacian $(-\Delta)^{\frac{s}{2}}$…