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Statistical applications often involve the calculation of intractable multidimensional integrals. The Laplace formula is widely used to approximate such integrals. However, in high-dimensional or small sample size problems, the shape of the…

Computation · Statistics 2016-12-30 Erlis Ruli , Nicola Sartori , Laura Ventura

We propose flexible Gaussian representations for conditional cumulative distribution functions and give a concave likelihood criterion for their estimation. Optimal representations satisfy the monotonicity property of conditional cumulative…

Econometrics · Economics 2025-04-22 Richard Spady , Sami Stouli

Given a general scalar balance law, i.e., in several space dimensions and with flux and source both space and time dependent, we focus on the functional properties of the entropy production. We apply this operator to entropy solutions, to…

Analysis of PDEs · Mathematics 2025-04-03 Rinaldo Colombo , Vincent Perrollaz

This note presents a sharp transport-entropy inequality that improves on Talagrand's inequality for the Gaussian measure, arising as a dual formulation of the functional Santal\'o inequality. We also discuss some extensions and connections…

Probability · Mathematics 2018-06-19 Max Fathi

We prove a generalization of the strong subadditivity of the von Neumann entropy for bosonic quantum Gaussian systems. Such generalization determines the minimum values of linear combinations of the entropies of subsystems associated to…

Quantum Physics · Physics 2024-07-02 Giacomo De Palma , Dario Trevisan

A new notion of partition-determined functions is introduced, and several basic inequalities are developed for the entropy of such functions of independent random variables, as well as for cardinalities of compound sets obtained using these…

Information Theory · Computer Science 2012-06-05 Mokshay Madiman , Adam Marcus , Prasad Tetali

Wald's formula for black hole entropy, applied to extremal black holes, leads to the entropy function formalism. We manipulate the entropy computed this way to express it as the logarithm of the ground state degeneracy of a dual quantum…

High Energy Physics - Theory · Physics 2009-09-15 Ashoke Sen

In this paper we introduce and study a weakened form of logarithmic Sobolev inequalities in connection with various others functional inequalities (weak Poincar\'{e} inequalities, general Beckner inequalities...). We also discuss the…

Probability · Mathematics 2007-05-23 Patrick Cattiaux , Ivan Gentil , Arnaud Guillin

We show that a proper expression of the uncertainty relation for a pair of canonically-conjugate continuous variables relies on entropy power, a standard notion in Shannon information theory for real-valued signals. The resulting…

Quantum Physics · Physics 2018-01-16 Anaelle Hertz , Michael G. Jabbour , Nicolas J. Cerf

A stochastic representation for the solutions of the Poisson-Vlasov equation is obtained. The representation involves both an exponential and a branching process. The stochastic representation, besides providing an alternative existence…

Plasma Physics · Physics 2007-09-27 R. Vilela Mendes , Fernanda Cipriano

The Laplace transform of partial sums of the square of a non-centered Gauss-Markov process, conditioning on its starting point, is explicitly computed. The parameters of multiplicative ergodicity are deduced.

Probability · Mathematics 2014-01-30 Marina Kleptsyna , Alain Le Breton , Bernard Ycart

In this Letter we have shown that, from the standard thermodynamic functions, the mathematical form of an equipartition theorem may be related to the algebraic expression of a particular entropy initially chosen to describe the black hole…

General Relativity and Quantum Cosmology · Physics 2020-11-18 Everton M. C. Abreu , Jorge Ananias Neto , Edésio M. Barboza , Albert C. R. Mendes , Bráulio B. Soares

We show convexity of solutions to a class of convex variational problems in the Gauss and in the Wiener space. An important tool in the proof is a representation formula for integral functionals in this infinite dimensional setting, that…

Analysis of PDEs · Mathematics 2012-05-29 Antonin Chambolle , Michael Goldman , Matteo Novaga

The purpose of this note is to give the general solution of two functional equations connected to the Shannon entropy and also to the Tsallis entropy. As a result of this, we present the regular solution of these equations, as well.…

Classical Analysis and ODEs · Mathematics 2013-07-03 Eszter Gselmann

In this article we describe the applications of the relative entropy framework. In particular uniqueness of an entropy solution is proven for a scalar conservation law, using the notion of measure-valued entropy solutions. Further we survey…

Analysis of PDEs · Mathematics 2017-09-06 Tomasz Dębiec , Piotr Gwiazda , Kamila Łyczek , Agnieszka Świerczewska-Gwiazda

We develop a new framework for establishing approximate factorization of entropy on arbitrary probability spaces, using a geometric notion known as non-negative sectional curvature. The resulting estimates are equivalent to entropy…

Probability · Mathematics 2024-07-29 Pietro Caputo , Justin Salez

We study the relations between (tight) logarithmic Sobolev inequalities, entropy decay and spectral gap inequalities for Markov evolutions on von Neumann algebras. We prove that log-Sobolev inequalities (in the non-commutative form defined…

Operator Algebras · Mathematics 2014-06-24 Raffaella Carbone

A unified formulation of the density functional theory is constructed on the foundations of entropic inference in both the classical and the quantum regimes. The theory is introduced as an application of entropic inference for inhomogeneous…

Statistical Mechanics · Physics 2021-12-20 Ahmad Yousefi

This paper examines solutions to the Laplace equation using analytical techniques, including separation of variables and the Poisson integral formula, and probabilistic methods, such as Brownian motion. We address applications to imaging,…

Analysis of PDEs · Mathematics 2025-08-19 Arina Oberoi

The information detection of complex systems from data is currently undergoing a revolution, driven by the emergence of big data and machine learning methodology. Discovering governing equations and quantifying dynamical properties of…

Dynamical Systems · Mathematics 2021-12-10 Min Dai , Jinqiao Duan , Jianyu Hu , Xiangjun Wang