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Costa's entropy power inequality is an important generalization of Shannon's entropy power inequality. Related with Costa's entropy power inequality and a conjecture proposed by McKean in 1966, Cheng-Geng recently conjectured that $D(m,n):…

Probability · Mathematics 2020-04-21 Laigang Guo , Chun-Ming Yuan , Xiao-Shan Gao

The entropy force is the collective effect of inhomogeneity in disorder in a statistical many particle system. We demonstrate its presumable effect on one particular astrophysical object, the black hole. We then derive the kinetic equations…

Statistical Mechanics · Physics 2019-09-24 R. A. Treumann , Wolfgang Baumjohann

Entropy and information can be considered dual: entropy is a measure of the subspace defined by the information constraining the given ambient space. Negative entropies, arising in na\"ive extensions of the definition of entropy from…

Probability · Mathematics 2023-03-06 Daniel Lazarev

We study the relative entropy between the empirical estimate of a discrete distribution and the true underlying distribution. If the minimum value of the probability mass function exceeds an $\alpha > 0$ (i.e. when the true underlying…

Statistics Theory · Mathematics 2021-09-21 Alankrita Bhatt , Ankit Pensia

This paper develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish properties of the divergence, and in particular derive and…

Probability · Mathematics 2019-11-19 Paul Dupuis , Yixiang Mao

Researchers in physical science aim to uncover universal features in strongly interacting many-body systems, often hidden in complicated observables like entanglement entropy (EE). The non-local nature of EE makes it challenging to compute…

Strongly Correlated Electrons · Physics 2025-04-22 Yuan Da Liao

The celebrated Hardy inequality can be written in the form $$\int_0^\infty \mathcal{P}_p \big(f|_{[0,x]}\big)dx \le (1-p)^{-1/p} \int_0^\infty f(x)\:dx \qquad \text{ for }p\in(0,1)\text{ and }f \in L^1\text{ with }f\ge0,$$ where…

Classical Analysis and ODEs · Mathematics 2022-06-29 Paweł Pasteczka

We present two classes of improved estimators for mutual information $M(X,Y)$, from samples of random points distributed according to some joint probability density $\mu(x,y)$. In contrast to conventional estimators based on binnings, they…

Statistical Mechanics · Physics 2009-11-10 Alexander Kraskov , Harald Stoegbauer , Peter Grassberger

A common statistical situation concerns inferring an unknown distribution Q(x) from a known distribution P(y), where X (dimension n), and Y (dimension m) have a known functional relationship. Most commonly, n<m, and the task is relatively…

Quantitative Methods · Quantitative Biology 2016-02-01 Jayajit Das , Sayak Mukherjee , Susan E. Hodge

Conditional mutual information is important in the selection and interpretation of graphical models. Its empirical version is well known as a generalised likelihood ratio test and that it may be represented as a difference in entropy. We…

Methodology · Statistics 2015-01-20 Joe Whittaker , Florian Martin , Yang Xiang

We consider a new functional inequality controlling the rate of relative entropy decay for random walks, the interchange process and more general block-type dynamics for permutations. The inequality lies between the classical logarithmic…

Probability · Mathematics 2022-05-12 Alexandre Bristiel , Pietro Caputo

Statistical mechanics relies on the complete though probabilistic description of a system in terms of all the microscopic variables. Its object is to derive therefrom static and dynamic properties involving some reduced set of variables.…

Statistical Mechanics · Physics 2009-10-31 R. Balian

The $\alpha$-$z$ R\'enyi relative entropies are a two-parameter family of R\'enyi relative entropies that are quantum generalizations of the classical $\alpha$-R\'enyi relative entropies. In \cite{zhang20CFL} we decided the full range of…

Mathematical Physics · Physics 2020-11-02 Haonan Zhang

We consider the maximum entropy problems associated with R\'enyi $Q$-entropy, subject to two kinds of constraints on expected values. The constraints considered are a constraint on the standard expectation, and a constraint on the…

Information Theory · Computer Science 2008-12-18 Jean-François Bercher

The unknown amplitude law q(x) defining an observed effect may be found using the principle of Extreme Physical Information. EPI is derived as follows. The observations follow an information flow J --> I, with J the information intrinsic to…

Data Analysis, Statistics and Probability · Physics 2014-06-16 B. Roy Frieden , Robert A. Gatenby

We show how the fundamental entropic inequality proved recently in [arXiv:2408.15306] can be applied to obtain a useful relation for the Holevo quantity of discrete and continuous ensembles of quantum states. This relation gives a tight…

Quantum Physics · Physics 2025-06-13 M. E. Shirokov

We derive a universal inequality that provides a lower bound on the ensemble-averaged von Neumann entropy change in a quantum system subject to continuous measurement and dissipation. Our result clarifies how entropy production is…

Quantum Physics · Physics 2025-06-17 Kohei Kobayashi

Recent experiments using innovative optical detectors and techniques have strongly increased the capacity of testing the violation of the Bell's inequalities in the Nature. Most of them have used the Eberhardt's inequality (EI) to close the…

Quantum Physics · Physics 2017-02-08 Alejandro Hnilo

We show a direct relationship between the variance and the differential entropy for subclasses of symmetric and asymmetric unimodal distributions by providing an upper bound on variance in terms of entropy power. Combining this bound with…

Information Theory · Computer Science 2017-11-27 Hye Won Chung , Brian M. Sadler , Alfred O. Hero

Typically, the entropy of an isolated system in equilibrium is calculated by counting the number of accessible microstates, or in more general cases by using the Gibbs formula. In irreversible processes entropy spontaneously increases and…

Statistical Mechanics · Physics 2020-04-16 Taha A Malik , Rafael Lopez-Mobilia