Related papers: Entropy and the fourth moment phenomenon
Bernstein's theorem (also called Hausdorff--Bernstein--Widder theorem) enables the integral representation of a completely monotonic function. We introduce a finite completely monotonic function, which is a completely monotonic function…
We study the exponential dissipation of entropic functionals for continuous time Markov chains and the associated convex Sobolev inequalities, including MLSI and Beckner inequalities. We propose a method that combines the Bakry \'Emery…
We establish inequalities for assessing the distance between the distribution of errors of partially observed high-frequency statistics of multidimensional L\'evy processes and that of a mixed Gaussian random variable. Furthermore, we…
A common feature of methods for analyzing samples of probability density functions is that they respect the geometry inherent to the space of densities. Once a metric is specified for this space, the Fr\'echet mean is typically used to…
The original Donsker theorem says that a standard random walk converges in distribution to a Brownian motion in the space of continuous functions. It has recently been extended to enriched random walks and enriched Brownian motion. We use…
The entropic moments of the probability density of a quantum system in position and momentum spaces describe not only some fundamental and/or experimentally accessible quantities of the system, but also the entropic uncertainty measures of…
The problem of formulating a manifest covariant Hamiltonian theory of General Relativity in the presence of source fields is addressed, by extending the so-called "DeDonder-Weyl" formalism to the treatment of classical fields in curved…
We develop a new quantitative approach to a multidimensional version of the well-known {\it de Jong's central limit theorem} under optimal conditions, stating that a sequence of Hoeffding degenerate $U$-statistics whose fourth cumulants…
We introduce the notion of relative volume entropy for two spacetimes with preferred compact spacelike foliations. This is accomplished by applying the notion of Kullback-Leibler divergence to the volume elements induced on spacelike…
The aim of the dissertation is threefold: the first two parts are devoted to explore the Fourth Moment Theorem and universality properties for homogeneous sums, while the last part approaches the classical theory of orthogonal polynomials…
In this paper, explicit method of constructing approximations (the Triangle Entropy Method) is developed for nonequilibrium problems. This method enables one to treat any complicated nonlinear functionals that fit best the physics of a…
Random events in space and time often exhibit a locally dependent structure. When the events are very rare and dependent structure is not too complicated, various studies in the literature have shown that Poisson and compound Poisson…
In a recent paper by the authors, a new approach--called the "embedding method"--was introduced, which allows to make use of exchangeable pairs for normal and multivariate normal approximation with Stein's method in cases where the…
We seek an entropy estimator for discrete distributions with fully empirical accuracy bounds. As stated, this goal is infeasible without some prior assumptions on the distribution. We discover that a certain information moment assumption…
We investigate moment sequences of probability measures on $E\subset\mathbb{R}$ under constraints of certain moments being fixed. This corresponds to studying sections of $n$-th moment spaces, i.e. the spaces of moment sequences of order…
We study lower bounds for the problem of approximating a one dimensional distribution given (noisy) measurements of its moments. We show that there are distributions on $[-1,1]$ that cannot be approximated to accuracy $\epsilon$ in…
A compact expression of fourth-order statistical moments of the velocity gradient tensor in homogeneous, isotropic, incompressible turbulence is obtained as a function of its invariants and of generic components of the velocity gradient.…
We develop an estimator-based stochastic fixed-point framework for approximately computing the 2-Wasserstein barycenter of continuous, non-parametric probability measures. Notably, we provide the first rigorous convergence analysis for…
Using entropic inequalities from information theory, we provide new bounds on the total variation and 2-Wasserstein distances between a conditionally Gaussian law and a Gaussian law with invertible covariance matrix. We apply our results to…
We study several constrained variational problem in the 2-Wasserstein metric for which the set of probability densities satisfying the constraint is not closed. For example, given a probability density $F_0$ on $\R^d$ and a time-step $h>0$,…