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In this work, a generalised version of the central limit theorem is proposed for nonlinear functionals of the empirical measure of i.i.d. random variables, provided that the functional satisfies some regularity assumptions for the…

Probability · Mathematics 2021-12-07 Benjamin Jourdain , Alvin Tse

We define the entropic bounds, i.e minimal uncertainty for pairs of unitary testers in distinguishing between unitary transformations not unlike the well known entropic bounds for observables. We show that in the case of specific sets of…

Quantum Physics · Physics 2021-03-16 Jesni Shamsul Shaari , Stefano Mancini

This note extends some results of Nishiyama [Ann. Probab. 28 (2000) 685--712]. A maximal inequality for stochastic integrals with respect to integer-valued random measures which may have infinitely many jumps on compact time intervals is…

Probability · Mathematics 2011-11-10 Yoichi Nishiyama

We derive a functional for the entropy contributed by any microscopic degrees of freedom as arising from their measurable pair correlations. Applicable both in and out of equilibrium, this functional yields the maximum entropy which a…

Statistical Mechanics · Physics 2023-02-17 Benjamin Sorkin , Joshua Ricouvier , Haim Diamant , Gil Ariel

A maximal inequality is an inequality which involves the (absolute) supremum $\sup_{s\leq t}|X_{s}|$ or the running maximum $\sup_{s\leq t}X_{s}$ of a stochastic process $(X_t)_{t\geq 0}$. We discuss maximal inequalities for several classes…

Probability · Mathematics 2023-03-28 Franziska Kühn , René L. Schilling

We prove a general inequality on $\beta$-mixing coefficients of point processes depending uniquely on their $n$-th order intensity functions. We apply this inequality in the case of determinantal point processes and show that the rate of…

Statistics Theory · Mathematics 2020-09-01 Arnaud Poinas

We describe a method to computationally estimate the probability density function of a univariate random variable by applying the maximum entropy principle with some local conditions given by Gaussian functions. The estimation errors and…

Statistics Theory · Mathematics 2012-06-21 Mihail-Ioan Pop

The concept of Relative Divergence of one Grading Function from another is extended from totally ordered chains to power sets of finite event spaces. Shannon Entropy concept is extended to normalized grading functions on such power sets.…

Probability · Mathematics 2022-07-15 Alexander Dukhovny

In this paper, we develop new optional stopping theorems for scenarios where the stopping rules are defined by bounded continuity regions. Moreover, we establish a wide variety of inequalities on the supremums and infimums of functions of…

Probability · Mathematics 2012-08-01 Xinjia Chen

We study the supremum of some random Dirichlet polynomials with independent coefficients and obtain sharp upper and lower bounds for supremum expectation thus extending the results from our previous work (see…

Probability · Mathematics 2009-04-23 Mikhail Lifshits , Michel Weber

Simultaneous measurements of position and momentum are considered in $n$ dimensions. We find, that for a particle whose position is strictly localized in a compact domain $D\subset \mathbb{R}^n$ (spatial uncertainty) with non-empty…

Quantum Physics · Physics 2017-04-21 Thomas Schürmann

Consider a state of a system with several subsystems. The entropies of the reduced state on different subsystems obey certain inequalities, provided there is an equivalence relation, and a function measuring volumes or weights of…

Mathematical Physics · Physics 2009-11-07 Bernhard Baumgartner

The total entropy production quantifies the extent of irreversibility in thermodynamic systems, which is nonnegative for any feasible dynamics. When additional information such as the initial and final states or moments of an observable is…

Statistical Mechanics · Physics 2020-12-29 Van Tuan Vo , Tan Van Vu , Yoshihiko Hasegawa

Generalized entropies and relative entropies are the subject of active research. Similar to the standard relative entropy, the relative $q$-entropy is generally unbounded for $q>1$. Upper bounds on the quantum relative $q$-entropy in terms…

Mathematical Physics · Physics 2011-06-28 Alexey E. Rastegin

Assume that $ y < N$ are integers, and that $ (b,y) =1$. Define an average along the primes in a progression of diameter $ y$, given by integer $ (b,y)=1 $. \begin{align*} A_{N,y,b} := \frac{\phi (y)}{N} \sum _{\substack{n <N\\n\equiv…

Classical Analysis and ODEs · Mathematics 2022-04-19 Christina Giannitsi , Michael T. Lacey , Hamed Mousavi , Yaghoub Rahimi

Discretization of the uniform norm of functions from a given finite dimensional subspace of continuous functions is studied. Previous known results show that for any $N$-dimensional subspace of the space of continuous functions it is…

Functional Analysis · Mathematics 2024-05-08 E. D. Kosov , V. N. Temlyakov

It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…

Probability · Mathematics 2011-05-25 Angelika Rohde , Claudia Strauch

We establish conditions for uniform $r$-th moment bound of certain $\R^d$-valued functions of a discrete-time stochastic process taking values in a general metric space. The conditions include an appropriate negative drift together with a…

Probability · Mathematics 2011-07-26 Arnab Ganguly , Debasish Chatterjee , John Lygeros , Heinz Koeppl

Exponential averages that appear in integral fluctuation theorems can be recast as a sum over moments of thermodynamic observables. We use two examples to show that such moment series can exhibit non-uniform convergence in certain singular…

Statistical Mechanics · Physics 2022-05-31 Hila Katznelson , Saar Rahav

For a general class of non-negative functions defined on integral ideals of number fields, upper bounds are established for their average over the values of certain principal ideals that are associated to irreducible binary forms with…

Number Theory · Mathematics 2018-03-28 T. D. Browning , E. Sofos