English
Related papers

Related papers: Entropy Inequalities for Sums in Prime Cyclic Grou…

200 papers

We establish a discrete analog of the R\'enyi entropy comparison due to Bobkov and Madiman. For log-concave variables on the integers, the min entropy is within log e of the usual Shannon entropy. Additionally we investigate the entropic…

Probability · Mathematics 2021-06-01 James Melbourne , Tomasz Tkocz

We present an extension of the famous Littlewood-Offord problem when Bernoulli distributions are replaced with discrete log-concave distributions. A variant of the Littlewood-Offord problem for arithmetic progressions, as well as an…

Probability · Mathematics 2026-02-19 Arnaud Marsiglietti , James Melbourne

Accounting for the non-normality of asset returns remains challenging in robust portfolio optimization. In this article, we tackle this problem by assessing the risk of the portfolio through the "amount of randomness" conveyed by its…

Portfolio Management · Quantitative Finance 2018-07-03 Nathan Lassance , Frédéric Vrins

We present a general method for calculating R\'enyi entropies in the ground state of a one-dimensional critical system with mixed open boundaries, for an interval starting at one of its ends. In the conformal field theory framework, this…

Statistical Mechanics · Physics 2025-11-12 Benoit Estienne , Yacine Ikhlef , Andrei Rotaru

We consider the entropy of sums of independent discrete random variables, in analogy with Shannon's Entropy Power Inequality, where equality holds for normals. In our case, infinite divisibility suggests that equality should hold for…

Information Theory · Computer Science 2010-10-21 Oliver Johnson , Yaming Yu

We describe an approach to improving model fitting and model generalization that considers the entropy of distributions of modelling residuals. We use simple simulations to demonstrate the observational signatures of overfitting on ordered…

Methodology · Statistics 2019-08-05 Barnaby Rowe

Concepts of information theory are increasingly used to characterize collective phenomena in condensed matter systems, such as the use of entanglement entropies to identify emergent topological order in interacting quantum many-body…

Strongly Correlated Electrons · Physics 2015-09-28 Johannes Helmes , Jean-Marie Stéphan , Simon Trebst

Two new information-theoretic methods are introduced for establishing Poisson approximation inequalities. First, using only elementary information-theoretic techniques it is shown that, when $S_n=\sum_{i=1}^nX_i$ is the sum of the (possibly…

Probability · Mathematics 2010-10-21 Ioannis Kontoyiannis , Peter Harremoes , Oliver Johnson

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…

Information Theory · Computer Science 2017-01-04 Günther Koliander , Georg Pichler , Erwin Riegler , Franz Hlawatsch

Using known entropic and information inequalities new inequalities for some classical polynomials are obtained. Examples of Jacobi and Legendre polynomials are considered.

Mathematical Physics · Physics 2014-06-30 V. I. Man'ko , L. A. Markovich

A new notion of partition-determined functions is introduced, and several basic inequalities are developed for the entropy of such functions of independent random variables, as well as for cardinalities of compound sets obtained using these…

Information Theory · Computer Science 2012-06-05 Mokshay Madiman , Adam Marcus , Prasad Tetali

Consider a random sum $\eta_1 v_1 + ... + \eta_n v_n$, where $\eta_1,...,\eta_n$ are i.i.d. random signs and $v_1,...,v_n$ are integers. The Littlewood-Offord problem asks to maximize concentration probabilities such as $\P(\eta_1 v_1 + ...…

Probability · Mathematics 2007-05-23 Terence Tao , Van Vu

Ergodic theory includes several notions of entropy for probability-preserving actions of countable groups. These include Kolmogorov--Sinai entropy based on F\o lner sequences for amenable groups, entropy defined using a random ordering of…

Operator Algebras · Mathematics 2026-03-23 Tim Austin

We introduce an axiomatic approach to entropies and relative entropies that relies only on minimal information-theoretic axioms, namely monotonicity under mixing and data-processing as well as additivity for product distributions. We find…

Information Theory · Computer Science 2021-09-22 Gilad Gour , Marco Tomamichel

Minimization problems with respect to a one-parameter family of generalized relative entropies are studied. These relative entropies, which we term relative $\alpha$-entropies (denoted $\mathscr{I}_{\alpha}$), arise as redundancies under…

Information Theory · Computer Science 2015-06-11 M. Ashok Kumar , Rajesh Sundaresan

The weak law of large numbers implies that, under mild assumptions on the source, the Renyi entropy per produced symbol converges (in probability) towards the Shannon entropy rate. This paper quantifies the speed of this convergence for…

Information Theory · Computer Science 2017-05-01 Maciej Skorski

Upper and lower bounds are obtained for the joint entropy of a collection of random variables in terms of an arbitrary collection of subset joint entropies. These inequalities generalize Shannon's chain rule for entropy as well as…

Information Theory · Computer Science 2024-05-07 Mokshay Madiman , Prasad Tetali

Two-sided bounds are explored for concentration functions and R\'enyi entropies in the class of discrete log-concave probability distributions. They are used to derive certain variants of the entropy power inequalities.

Probability · Mathematics 2021-04-27 Sergey G. Bobkov , Arnaud Marsiglietti , James Melbourne

The exact range of the joined values of several R\'{e}nyi entropies is determined. The method is based on topology with special emphasis on the orientation of the objects studied. Like in the case when only two orders of R\'{e}nyi entropies…

Information Theory · Computer Science 2009-04-17 Peter Harremoës

In this note, the following basic question is explored: in a cyclic group, how are the Shannon entropies of the sum and difference of i.i.d. random variables related to each other? For the integer group, we show that they can differ by any…

Information Theory · Computer Science 2018-05-09 Emmanuel Abbe , Jiange Li , Mokshay Madiman