Related papers: Statistical Inference for R\'enyi Entropy Function…
We propose and analyze estimators for statistical functionals of one or more distributions under nonparametric assumptions. Our estimators are based on the theory of influence functions, which appear in the semiparametric statistics…
Many common probability distributions in statistics like the Gaussian, multinomial, Beta or Gamma distributions can be studied under the unified framework of exponential families. In this paper, we prove that both R\'enyi and Tsallis…
The formalism of statistical mechanics can be generalized by starting from more general measures of information than the Shannon entropy and maximizing those subject to suitable constraints. We discuss some of the most important examples of…
R\'enyi entropies are conceptually valuable and experimentally relevant generalisations of the celebrated von Neumann entanglement entropy. After a quantum quench in a clean quantum many-body system they generically display a universal…
Entropy is a famous and well established concept in physics and engineering that can be used for explanation of basic fundamentals as well it finds applications in several areas, from quantum physics to astronomy, from network communication…
Since its origin in the thermodynamics of the 19th century, the concept of entropy has also permeated other fields of physics and mathematics, such as Classical and Quantum Statistical Mechanics, Information Theory, Probability Theory,…
We extend the Hanel and Thurner asymptotic analysis to both extensive and non-extensive entropies on the basis of a wide class of entropic forms. The procedure is known to be capable to classify multiple entropy measures in terms of their…
The notion of group entropy is proposed. It enables to unify and generalize many different definitions of entropy known in the literature, as those of Boltzmann-Gibbs, Tsallis, Abe and Kaniadakis. Other new entropic functionals are…
R\'enyi transfer entropy (RTE) is a generalization of classical transfer entropy that replaces Shannon's entropy with R\'enyi's information measure. This, in turn, introduces a new tunable parameter $\alpha$, which accounts for sensitivity…
The interplay of quantum and classical fluctuations in the vicinity of a quantum critical point (QCP) gives rise to various regimes or phases with distinct quantum character. In this work, we show that the R\'enyi entropy is a precious tool…
We present a scheme for measuring R\'enyi entropies in generic atomic Hubbard and spin models using single copies of a quantum state and for partitions in arbitrary spatial dimension. Our approach is based on the generation of random…
We investigate the large-time asymptotics of nonlinear diffusion equations $u_t = \Delta u^p$ in dimension $n \ge 1$, in the exponent interval $p > n/(n+2)$, when the initial datum $u_0$ is of bounded second moment. Precise rates of…
We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…
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,…
Accounting for the non-normality of asset returns remains challenging in robust portfolio optimization. In this article, we tackle this problem by assessing the risk of the portfolio through the "amount of randomness" conveyed by its…
R\'enyi divergence is related to R\'enyi entropy much like information divergence (also called Kullback-Leibler divergence or relative entropy) is related to Shannon's entropy, and comes up in many settings. It was introduced by R\'enyi as…
Relative entropy is a measure of distinguishability for quantum states, and plays a central role in quantum information theory. The family of Renyi entropies generalizes to Renyi relative entropies that include as special cases most entropy…
There are no universally accepted definitions of R\'enyi conditional entropy and R\'enyi mutual information, although motivated by different applications, several definitions have been proposed in the literature. In this paper, we consider…
Statistical system models provide the basis for the examination of various sorts of distributions. Classification distributions are a very common and versatile form of statistics in e.g. real economic, social, and IT systems. The…
Stimulated by the need of describing useful notions related to information measures, we introduce the `pdf-related distributions'. These are defined in terms of transformation of absolutely continuous random variables through their own…