Related papers: Relative tail entropy for random bundle transforma…
The recent researches in non equilibrium and far from equilibrium systems have been proved to be useful for their applications in different disciplines and many subjects. A general principle to approach all these phenomena with a unique…
By using a probabilistic technique based on the exponential change of measure we find a precise tail asymptotic behavior of some perpetuities with distributions close to the Dickman distribution.
The entanglement entropy of a subsystem of a quantum system is expressed, in the replica approach, through analytic continuation with respect to n of the trace of the n-th power of the reduced density matrix. This trace can be thought of as…
Extreme values and the tail behavior of probability distributions are essential for quantifying and mitigating risk in complex systems of all kinds. In multivariate settings, accounting for correlations is crucial. Although extreme value…
The problem of estimating the coefficient of bivariate tail dependence is considered here from the robustness point of view; it combines two apparently contradictory theories of robust statistics and extreme value statistics. The usual…
Inference over tails is usually performed by fitting an appropriate limiting distribution over observations that exceed a fixed threshold. However, the choice of such threshold is critical and can affect the inferential results. Extreme…
We outline the basic questions that are being studied in the theory of entanglement. Following a brief review of some of the main achievements of entanglement theory for finite-dimensional quantum systems such as qubits, we will consider…
We obtain decay rates of probabilities of tails of polynomials in several independent random variables with heavy tails and derive stable limit theorems for nonconventional sums of such polynomials
The non-asymptotic tail bounds of random variables play crucial roles in probability, statistics, and machine learning. Despite much success in developing upper bounds on tail probability in literature, the lower bounds on tail…
For a special class of bipartite states we calculate explicitly the asymptotic relative entropy of entanglement $E_R^\infty$ with respect to states having a positive partial transpose (PPT). This quantity is an upper bound to distillable…
A popular measure of association is the tail dependence coefficient which measures the strength of dependence in either the lower-left or upper-right tail of a bivariate distribution. In this paper, we develop the idea of quantile…
We consider a "length-biased" shift-dependent information measure, related to the differential entropy in which higher weight is assigned to large values of observed random variables. This allows us to introduce the notions of "weighted…
Tail dependence plays an essential role in the characterization of joint extreme events in multivariate data. However, most standard tail dependence parameters assume continuous margins. This note presents a form of tail dependence suitable…
The quantitative analysis of financial time series often reveals two distinct features that standard Gaussian frameworks fail to capture: heavy-tailed marginal distributions and the phenomenon of extreme co-movements.While extreme value…
We present an analytical technique to compute the probability of rare events in which the largest eigenvalue of a random matrix is atypically large (i.e.\ the right tail of its large deviations). The results also transfer to the left tail…
The tail of the distribution of a sum of a random number of independent and identically distributed nonnegative random variables depends on the tails of the number of terms and of the terms themselves. This situation is of interest in the…
This paper derives new bounds on the difference of the entropies of two discrete random variables in terms of the local and total variation distances between their probability mass functions. The derivation of the bounds relies on maximal…
The variational principle for the special and general relativistic hydrodynamics are discussed in view of its application to obtain approximate solutions to these problems. We show that effective Lagrangians can be obtained for suitable…
The present paper studies continuity of generalized entropy functions and relative entropies defined using the notion of a deformed logarithmic function. In particular, two distinct definitions of relative entropy are discussed. As an…
This paper generalizes sofic entropy theory, in both the topological and measure-theory settings, to actions of locally compact groups. We prove invariance under topological and measure conjugacy of these entropies and establish the…