Related papers: Relative tail entropy for random bundle transforma…
We consider the gravity dual of the modular Hamiltonian associated to a general subregion of a boundary theory. We use it to argue that the relative entropy of nearby states is given by the relative entropy in the bulk, to leading order in…
Various properties of relative entropy have led to its widespread use in information theory. These properties suggest that relative entropy has a role to play in systems that attempt to perform inference in terms of probability…
In this paper we apply the entropy principle to the relativistic version of the differential equations describing a standard fluid flow, that is, the equations for mass, momentum, and a system for the energy matrix. These are the second…
We consider impulsive semiflows defined on compact metric spaces and deduce a variational principle. In particular, we generalize the classical notion of topological entropy to our setting of discontinuous semiflows.
In this paper we develop new extremal principles in variational analysis that deal with finite and infinite systems of convex and nonconvex sets. The results obtained, unified under the name of tangential extremal principles, combine primal…
Convergence to stable laws in relative entropy is established for sums of i.i.d. random variables.
In continuous time, the laws of martingales tend to be singular to each other. Notably, N. Gantert introduced the concept of specific relative entropy between real-valued continuous martingales, defined as a scaling limit of…
For a locally compact sofic group continuously acting on a compact metric space, we first study the relative sofic entropy and prove an additive inequality relating sofic entropy and relative sofic entropy. Moreover, it is shown that the…
We derive the tail inequalities between two random variables starting from inequalities between its moment, or more generally between its Lebesgue-Riesz norms, which holds true on certain sets of parameters. We consider some applications…
In this paper we prove the tail variational principle for actions of countable amenable groups. This allows us to extend some characterizations of asymptotic $h$-expansiveness from $\mathbb{Z}$-actions to actions of countable amenable…
A mechanism is proposed for the appearance of power law distributions in various complex systems. It is shown that in a conservative mechanical system composed of subsystems with different numbers of degrees of freedom a robust power-law…
The purpose of this paper is to generalize the variational principle, which states that the topological entropy is equal to the supremum of the measure theoretical entropies and also the minimum of the metric theoretical entropies, to…
Quantile regression is an important tool for estimation of conditional quantiles of a response Y given a vector of covariates X. It can be used to measure the effect of covariates not only in the center of a distribution, but also in the…
Entropy and differential entropy are important quantities in information theory. A tractable extension to singular random variables-which are neither discrete nor continuous-has not been available so far. Here, we present such an extension…
We develop a theory based on relative entropy to show the uniqueness and L^2 stability (up to a translation) of extremal entropic Rankine-Hugoniot discontinuities for systems of conservation laws (typically 1-shocks, n-shocks, 1-contact…
Risk measures such as Conditional Value-at-Risk (CVaR) focus on extreme losses, where scarce tail data makes model error unavoidable. To hedge misspecification, one evaluates worst-case tail risk over an ambiguity set. Using Extreme Value…
Employing the framework of regular variation, we propose two decompositions which help to summarize and describel high-dimensional tail dependence. Via transformation, we define a vector space on the positive orthant, yielding the notion of…
We introduce variants of relative entropy of entanglement based on the optimal distinguishability from unentangled states by means of restricted measurements. In this way, we are able to prove that the standard regularized entropy of…
We study the extremes of multivariate regularly varying random fields. The crucial tools in our study are the tail field and the spectral field, notions that extend the tail and spectral processes of Basrak and Segers (2009). The spatial…
Special approximation technique for analysis of different characteristics of states of multipartite infinite-dimensional quantum systems is proposed and applied to study of the relative entropy of entanglement and its regularisation. We…