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We consider the Student-t and Student-r distributions, which maximise Renyi entropy under a covariance condition. We show that they have information-theoretic properties which mirror those of the Gaussian distributions, which maximise…

Probability · Mathematics 2010-08-17 Oliver Johnson , Christophe Vignat

The Renyi distribution ensuring the maximum of a Renyi entropy is investigated for a particular case of a power--law Hamiltonian. Both Lagrange parameters, $\alpha$ and $\beta$ can be excluded. It is found that $\beta$ does not depend on a…

Statistical Mechanics · Physics 2009-11-10 A. G. Bashkirov

Max stable laws are limit laws of linearly normalized partial maxima of independent identically distributed random variables. Saeb (2014) proves that the Renyi entropy of order b (b > 1) of linear normalized maximum of iid random variables…

Statistics Theory · Mathematics 2024-06-04 Ali Saeb

In this paper the author analyses the weighted Renyi entropy in order to derive several inequalities in weighted case. Furthermore, using the proposed notions $\alpha$-th generalized derivation and ($\alpha$; p)-th weighted Fisher…

Information Theory · Computer Science 2015-10-16 Salimeh Yasaei Sekeh

In this paper, we prove that the Renyi entropy of linearly normalized partial maxima of independent and identically distributed random variables is convergent to the corresponding limit Renyi entropy when the linearly normalized partial…

Other Statistics · Statistics 2014-04-23 Ali Saeb

The equilibrium distributions of probabilities providing maximality of Renyi and Tsallis entropies are rederived. New S-forms of them are found which are normalised with corresponding entropies in contrast to the usual Z-forms normalised…

Statistical Mechanics · Physics 2007-05-23 A. G. Bashkirov

New class of reference distribution functions for numerical approximation of the solution of the Fokker-Planck equations associated to the charged particle dynamics in tokamak are studied. The reference distribution functions are obtained…

Statistical Mechanics · Physics 2016-11-22 György Steinbrecher , Giorgio Sonnino , Nicolae Pometescu

Entropy and its various generalizations are important in many fields, including mathematical statistics, communication theory, physics and computer science, for characterizing the amount of information associated with a probability…

Shannon and Renyi entropies are quantitative measures of uncertainty in a data set. They are developed by Renyi in the context of entropy theory. These measures have been studied in the case of the multivariate t-distributions. We extend…

Statistics Theory · Mathematics 2019-01-31 Salah H. Abid , Uday J. Quaez

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

Using arguments built on ergodicity, we derive an analytical expression for the Renyi entanglement entropies corresponding to the finite-energy density eigenstates of chaotic many-body Hamiltonians. The expression is a universal function of…

Statistical Mechanics · Physics 2019-03-12 Tsung-Cheng Lu , Tarun Grover

Two maximization problems of R\'enyi entropy rate are investigated: the maximization over all stochastic processes whose marginals satisfy a linear constraint, and the Burg-like maximization over all stochastic processes whose…

Information Theory · Computer Science 2015-01-06 Christoph Bunte , Amos Lapidoth

Relations between Shannon entropy and Renyi entropies of integer order are discussed. For any N-point discrete probability distribution for which the Renyi entropies of order two and three are known, we provide an lower and an upper bound…

Quantum Physics · Physics 2007-05-23 Karol Zyczkowski

The classical problem of maximizing the Shannon entropy of a sum of independent random variables supported on a finite alphabet is considered and settled in the ternary case. Namely, the following theorem is established: if…

Information Theory · Computer Science 2026-05-13 Mladen Kovačević

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…

Analysis of PDEs · Mathematics 2015-06-19 J. A. Carrillo , G. Toscani

It is possible to derive the maximum entropy principle from thermodynamic stability requirements. Using as a starting point the equilibrium probability distribution, currently used in non-extensive thermostatistics, it turns out that the…

Statistical Mechanics · Physics 2007-05-23 Jan Naudts

We address the problem of finding worst-case nonparametric bounds for T-statistic by considering the extremal problem of maximising the mid-quantile (a special case of 'smoothed quantile' as discussed in \cite{St77} and \cite{W11}) $\tilde…

Statistics Theory · Mathematics 2025-09-03 David Edelman

In \cite{KumarS15J2}, it was shown that a generalized maximum likelihood estimation problem on a (canonical) $\alpha$-power-law model ($\mathbb{M}^{(\alpha)}$-family) can be solved by solving a system of linear equations. This was due to an…

Statistics Theory · Mathematics 2018-01-30 Atin Gayen , M. Ashok Kumar

It has long been conjectured that the entropy of quantum fields across boundaries scales as the boundary area. This conjecture has not been easy to test in spacetime dimensions greater than four because of divergences in the von Neumann…

High Energy Physics - Theory · Physics 2013-07-29 Samuel L. Braunstein , Saurya Das , S. Shankaranarayanan

We provide an upper bound on the maximal entropy rate at which the entropy of the expected density operator of a given ensemble of two states changes under nonlocal unitary evolution. A large class of entropy measures in considered, which…

Mathematical Physics · Physics 2022-01-03 Anna Vershynina
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