Related papers: On the Kozachenko-Leonenko entropy estimator
Following Barany et al., who proved that large random lattice zonotopes converge to a deterministic shape in any dimension after rescaling, we establish a central limit theorem for finite-dimensional marginals of the boundary of the…
In this paper, we prove a central limit theorem and estabilish a moderate deviation principle for stochastic models of incompressible second fluids. The weak convergence method inreoduced by [4] plays an important role.
We describe five types of results concerning information and concentration of discrete random variables, and relationships between them, motivated by their counterparts in the continuous case. The results we consider are information…
The main goal of this work is to establish an asymptotic form of Bressan's mixing conjecture. To this end, we develop an ergodic-theoretic framework for incompressible DiPerna-Lions flows. Lyapunov exponents are defined via an…
The aim of this research is to make a step towards providing a tool for model selection for log-density estimation. The author revisits the procedure for local log-density estimation suggested by Clive Loader (1996) and extends the…
Following [1], the aim of this paper is to analyze the relative weighted entropy involving the central moments weight functions. We compare the standard relative entropy with the weighted case in two particular forms of Gaussian…
We develop a higher-dimensional extension of multifractal analysis for typical fiber-bunched linear cocycles. Our main result is a relative variational principle, which shows that the topological entropy of Lyapunov exponent level sets can…
The excess entropy of restricted primitive model electrolytes is calculated using a potential based approach through the symmetric Poisson-Boltzmann and the modified Poisson-Boltzmann theories. The theories are utilized in conjunction with…
The paper is devoted to the investigation of Esscher's transform on high dimensional Euclidean spaces in the light of its application to the central limit theorem. With this tool, we explore necessary and sufficient conditions of normal…
For the two-dimensional one-component Coulomb plasma, we derive an asymptotic expansion of the free energy up to order $N$, the number of particles of the gas, with an effective error bound $N^{1-\kappa}$ for some constant $\kappa > 0$.…
We formulate and establish the central limit theorem for products of i.i.d. random variables on arbitrary simply connected nilpotent Lie groups, allowing a possible bias. Two new phenomena arise in the presence of a bias: (a) the walk…
The time decay of fully discrete finite-volume approximations of porous-medium and fast-diffusion equations with Neumann or periodic boundary conditions is proved in the entropy sense. The algebraic or exponential decay rates are computed…
The paper addresses the problem of sampling discretization of integral norms of elements of finite-dimensional subspaces satisfying some conditions. We prove sampling discretization results under two standard kinds of assumptions --…
We establish Central Limit Theorems for the volumes of intersections of $B_{p}^n$ (the unit ball of $\ell_p^n$) with uniform random subspaces of codimension $d$ for fixed $d$ and $n\to \infty$. As a corollary we obtain higher order…
We consider the problem of finite sample corrections for entropy estimation. New estimates of the Shannon entropy are proposed and their systematic error (the bias) is computed analytically. We find that our results cover correction…
This paper proposes a versatile covariate adjustment method that directly incorporates covariate balance in regression discontinuity (RD) designs. The new empirical entropy balancing method reweights the standard local polynomial RD…
In the paper we throw the first light on studying systematically the local entropy theory for a countable discrete amenable group action. For such an action, we introduce entropy tuples in both topological and measure-theoretic settings and…
The Lyapunov exponents and the KS entropy for a two dimensional Lorentz gas at low densities are defined for general non-equilibrium states and calculated with the use of a Lorentz-Boltzmann type equation. In equilibrium the density…
In this paper we develop rate--optimal estimation procedures in the problem of estimating the $L_p$--norm, $p\in (0, \infty)$ of a probability density from independent observations. The density is assumed to be defined on $R^d$, $d\geq 1$…
This paper provides tight bounds on the R\'enyi entropy of a function of a discrete random variable with a finite number of possible values, where the considered function is not one-to-one. To that end, a tight lower bound on the R\'enyi…