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The Glivenko-Cantelli theorem states that the empirical distribution function converges uniformly almost surely to the theoretical distribution for a random variable $X \in \mathbb{R}$. This is an important result because it establishes the…

Probability · Mathematics 2021-10-27 Daniel Salnikov

In this paper, we revisit the sequential source coding framework to analyze fundamental performance limitations of discrete-time stochastic control systems subject to feedback data-rate constraints in finite-time horizon. The basis of our…

Systems and Control · Electrical Eng. & Systems 2020-05-19 Photios A. Stavrou , Mikael Skoglund , Takashi Tanaka

We observe an infinite sequence of independent identically distributed random variables $X_1,X_2,\ldots$ drawn from an unknown distribution $p$ over $[n]$, and our goal is to estimate the entropy $H(p)=-\mathbb{E}[\log p(X)]$ within an…

Information Theory · Computer Science 2025-04-24 Tomer Berg , Or Ordentlich , Ofer Shayevitz

Dependence among marginally constrained observations can break a finite-sample barrier. To formalize this phenomenon, we introduce the \emph{minimum list entropy coupling} $H(P\|Q_1,\dots,Q_m)$, the minimum conditional entropy…

Information Theory · Computer Science 2026-05-18 Shahab Asoodeh , Jun Chen

Uniform continuity bounds on entropies are generally expressed in terms of a single distance measure between a pair of probability distributions or quantum states, typically, the total variation distance or trace distance. However, if an…

Quantum Physics · Physics 2025-01-09 Michael G. Jabbour , Nilanjana Datta

We calculate Shannon information entropy of trapped interacting bosons in both the position and momentum spaces, $S_r$ and $S_k$ respectively. The total entropy maintains the fuctional form $S=a + b \ln N$ for repulsive bosons. At the…

Quantum Gases · Physics 2013-01-25 Sudip Kumar Haldar , Barnali Chakrabarti

The paper examines relationships between the Shannon entropy and the $\ell_{\alpha}$-norm for $n$-ary probability vectors, $n \ge 2$. More precisely, we investigate the tight bounds of the $\ell_{\alpha}$-norm with a fixed Shannon entropy,…

Information Theory · Computer Science 2016-01-29 Yuta Sakai , Ken-ichi Iwata

We adapt tools from information theory to analyze how an observer comes to synchronize with the hidden states of a finitary, stationary stochastic process. We show that synchronization is determined by both the process's internal…

Statistical Mechanics · Physics 2015-05-19 James P. Crutchfield , Christopher J. Ellison , Ryan G. James , John R. Mahoney

In this paper, we investigate the asymptotic stability of finite-dimensional stochastic integrable Hamiltonian systems via information entropy. Specifically, we establish the asymptotic vanishing of Shannon entropy difference (with…

Dynamical Systems · Mathematics 2025-10-28 Chen Wang , Yong Li

In the present work we investigate phase correlations by recourse to the Shannon entropy. Using theoretical arguments we show that the entropy provides an accurate measure of phase correlations in any dynamical system, in particular when…

Chaotic Dynamics · Physics 2019-10-24 P. M. Cincotta , C. M. Giordano

A well-interpretable measure of information has been recently proposed based on a partition obtained by intersecting a random sequence with its moving average. The partition yields disjoint sets of the sequence, which are then ranked…

Statistical Finance · Quantitative Finance 2018-08-01 Linda Ponta , Anna Carbone

A random walk in random scenery $(Y_n)_{n\in\mathbb{N}}$ is given by $Y_n=\xi_{S_n}$ for a random walk $(S_n)_{n\in\mathbb{N}}$ and iid random variables $(\xi_n)_{n\in\mathbb{Z}}$. In this paper, we will show the weak convergence of the…

Probability · Mathematics 2015-11-20 Martin Wendler

Transductive conformal prediction addresses the simultaneous prediction for multiple data points. Given a desired confidence level, the objective is to construct a prediction set that includes the true outcomes with the prescribed…

Machine Learning · Computer Science 2025-09-08 Arash Behboodi , Alvaro H. C. Correia , Fabio Valerio Massoli , Christos Louizos

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…

Information Theory · Computer Science 2016-11-17 Saikat Guha , Jeffrey H. Shapiro , Raul Garcia-Patron Sanchez

A causal structure is a relationship between observed variables that in general restricts the possible correlations between them. This relationship can be mediated by unobserved systems, modelled by random variables in the classical case or…

Quantum Physics · Physics 2018-03-15 Mirjam Weilenmann , Roger Colbeck

Given two orthornormal bases A and B, the basic form of the entropic uncertainty principle is stated in terms of the sum of the Shannon entropies of the probabilities of measuring A and B onto a given quantum state. State independent lower…

Quantum Physics · Physics 2020-10-28 Paolo Giorda

In order to certify performance and safety, feedback control requires precise characterization of sensor errors. In this paper, we provide guarantees on such feedback systems when sensors are characterized by solving a supervised learning…

Machine Learning · Computer Science 2021-04-20 Sarah Dean , Benjamin Recht

In the first chapter of Shannon's "A Mathematical Theory of Communication," it is shown that the maximum entropy rate of an input process of a constrained system is limited by the combinatorial capacity of the system. Shannon considers…

Information Theory · Computer Science 2009-11-20 Georg Böcherer , Valdemar Cardoso da Rocha Junior , Cecilio Pimentel

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

Shannon's Entropy Power Inequality can be viewed as characterizing the minimum differential entropy achievable by the sum of two independent random variables with fixed differential entropies. The entropy power inequality has played a key…

Information Theory · Computer Science 2012-07-31 Varun Jog , Venkat Anantharam
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