Related papers: A local maximal inequality under uniform entropy
We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with…
An index of uniformity is developed as an alternative to the maximum-entropy principle for selecting continuous, differentiable probability distributions $\mathcal{P}$ subject to constraints $C$. The uniformity index developed in this paper…
For a class of systems of semi-linear elliptic equations, including \[ -\Delta u_i=f_i(x,u_i) - \beta u_i\sum_{j\neq i}a_{ij}u_j^p,\qquad i=1,\dots,k, \] for $p=2$ (variational-type interaction) or $p = 1$ (symmetric-type interaction), we…
We establish the theoretical framework for implementing the maximumn entropy on the mean (MEM) method for linear inverse problems in the setting of approximate (data-driven) priors. We prove a.s. convergence for empirical means and further…
Weak convergence of the empirical copula process indexed by a class of functions is established. Two scenarios are considered in which either some smoothness of these functions or smoothness of the underlying copula function is required. A…
We prove generalised concentration inequalities for a class of scaled self-bounding functions of independent random variables, referred to as ${(M,a,b)}$ self-bounding. The scaling refers to the fact that the component-wise difference is…
The maximum entropy approach operating with quite general entropy measure and constraint is considered. It is demonstrated that for a conditional or parametrized probability distribution $f(x|\mu)$ there is a "universal" relation among the…
We propose a new way to measure the balance between freedom and coherence in a dynamical system and a new measure of its internal variability. Based on the concept of entropy and ideas from neuroscience and information theory, we define…
In this note, we investigate the behaviour of suprema for band-limited spherical random fields. We prove upper and lower bound for the expected values of these suprema, by means of metric entropy arguments and discrete approximations; we…
The extremes of a stationary time series typically occur in clusters. A primary measure for this phenomenon is the extremal index, representing the reciprocal of the expected cluster size. Both a disjoint and a sliding blocks estimator for…
We provide new upper bounds for sums of certain arithmetic functions in many variables at polynomial arguments and, exploiting recent progress on the mean-value of the Erd\H os-Hooley $\Delta$-function, we derive lower bounds for the…
We propose a formalism to derive the maximal bound of generalized Bell type inequalities and shows that the formalism can be applied to various form of Bell functions. The generic Bell function is defined to generate the combinations of all…
Lyapunov exponents describe the asymptotic behavior of the singular values of large products of random matrices. A direct computation of these exponents is however often infeasible. By establishing a link between Lyapunov exponents and an…
The generalized entropic measure, which is optimized by a given arbitrary distribution under the constraints on normalization of the distribution and the finite ordinary expectation value of a physical random quantity, is considered and its…
The method of maximum entropy (ME) is extended to address the following problem: Once one accepts that the ME distribution is to be preferred over all others, the question is to what extent are distributions with lower entropy supposed to…
Using probability theory we derive an expression for the sum of a series of definite integrals involving upper incomplete Gamma functions. In the proof, a normal variance mixture distribution with Beta mixing distributions plays a crucial…
In this note we derive a sharp concentration inequality for the supremum of a smooth random field over a finite dimensional set. It is shown that this supremum can be bounded with high probability by the value of the field at some…
We consider distributions of ordered random vectors with given one-dimensional marginal distributions. We give an elementary necessary and sufficient condition for the existence of such a distribution with finite entropy. In this case, we…
The universal bound on specific entropy was originally inferred from black hole thermodynamics. We here show from classical thermodynamics alone that for a system at fixed volume or fixed pressure, the ratio of entropy to nonrelativistic…
This article uses a combination of three ideas from simulation to establish a nearly optimal polynomial upper bound for the joint density of the stable process and its associated supremum at a fixed time on the entire support of the joint…