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Many partially-successful attempts have been made to find the most natural discrete-variable version of Shannon's entropy power inequality (EPI). We develop an axiomatic framework from which we deduce the natural form of a discrete-variable…
Entropy is a measure of self-information which is used to quantify losses. Entropy was developed in thermodynamics, but is also used to compare probabilities based on their deviating information content. Corresponding model uncertainty is…
We introduce a framework for obtaining tight mixing times for Markov chains based on what we call restricted modified log-Sobolev inequalities. Modified log-Sobolev inequalities (MLSI) quantify the rate of relative entropy contraction for…
In this letter, we give a concise, closed-form expression for the differential entropy of the sum of two independent, non-identically-distributed exponential random variables. The derivation is straightforward, but such a concise entropy…
The fundamental inequality of Guivarc'h relates the entropy and the drift of random walks on groups. It is strict if and only if the random walk does not behave like the uniform measure on balls. We prove that, in any nonelementary…
We describe a maximum entropy approach for computing volumes and counting integer points in polyhedra. To estimate the number of points from a particular set X in R^n in a polyhedron P in R^n, by solving a certain entropy maximization…
Let $A$ be a compact $d$-dimensional $C^2$ Riemannian manifold with boundary, embedded in ${\bf R}^m$ where $m \geq d \geq 2$, and let $B$ be a nice subset of $A$ (possibly $B=A$). Let $X_1,X_2, \ldots $ be independent random uniform points…
A statistical-mechanical investigation is performed on Rayleigh-B\'enard convection of a dilute classical gas starting from the Boltzmann equation. We first present a microscopic derivation of basic hydrodynamic equations and an expression…
Recently a considerable interest has been paid on the estimation problem of the realized volatility and covolatility by using high-frequency data of financial price processes in financial econometrics. Threshold estimation is one of the…
In the presence of vacuum, the physical entropy for polytropic gases behaves singularly and it is thus a challenge to study its dynamics. It is shown in this paper that the boundedness of the entropy can be propagated up to any finite time…
Mixture distributions are extensively used as a modeling tool in diverse areas from machine learning to communications engineering to physics, and obtaining bounds on the entropy of probability distributions is of fundamental importance in…
We derive a universal inequality that provides a lower bound on the ensemble-averaged von Neumann entropy change in a quantum system subject to continuous measurement and dissipation. Our result clarifies how entropy production is…
We derive a universal thermodynamic bound constraining directional transport in both discrete and continuous nonequilibrium systems. For continuous-time Markov jump processes and overdamped diffusions governed by Fokker--Planck equations,…
Information entropic measures such as Fisher information, Shannon entropy, Onicescu energy and Onicescu Shannon entropy of a symmetric double-well potential are calculated in both position and momentum space. Eigenvalues and eigenvectors of…
Entropy of categorical dynamics is defined by Dmitrov-Haiden-Katzarkov-Kontsevich. Motivated by the fundamental theorem of the topological entropy due to Gromov-Yomdin, it is natural to ask an equality between the entropy and the spectral…
Information theoretic quantities play a central role in machine learning. The recent surge in the complexity of data and models has increased the demand for accurate estimation of these quantities. However, as the dimension grows the…
We establish a quantum version of the classical isoperimetric inequality relating the Fisher information and the entropy power of a quantum state. The key tool is a Fisher information inequality for a state which results from a certain…
We propose a formal expansion of the transfer entropy to put in evidence irreducible sets of variables which provide information for the future state of each assigned target. Multiplets characterized by a large contribution to the expansion…
Quantum ergodicity asserts that almost all infinite sequences of eigenstates of a quantized ergodic system are equidistributed in the phase space. On the other hand, there are might exist exceptional sequences which converge to different…
We give a generalization to convex co-compact semigroups of a beautiful theorem of Patterson-Sullivan, telling that the critical exponent (that is the exponential growth rate) equals the Hausdorff dimension of the limit set (that is the…