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We study how the Shannon entropy of sequences produced by an information source converges to the source's entropy rate. We synthesize several phenomenological approaches to applying information theoretic measures of randomness and memory to…

Statistical Mechanics · Physics 2007-05-23 James P. Crutchfield , David P. Feldman

We derive an asymptotic lower bound on the Shannon entropy $H$ of sums of $N$ arbitrary iid discrete random variables. The derived bound $H \geq \frac{r(X)}{2}\log(N) + {\it cst}$ is given in terms of the incommensurability rank $r(X)$ of…

Information Theory · Computer Science 2025-08-08 Riccardo Castellano , Pavel Sekatski

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

In this paper, some general properties of Shannon information measures are investigated over sets of probability distributions with restricted marginals. Certain optimization problems associated with these functionals are shown to be…

Information Theory · Computer Science 2020-08-13 Mladen Kovačević , Ivan Stanojević , Vojin Šenk

The statistical analysis of data stemming from dynamical systems, including, but not limited to, time series, routinely relies on the estimation of information theoretical quantities, most notably Shannon entropy. To this purpose, possibly…

Information Theory · Computer Science 2021-09-01 Leonardo Ricci , Alessio Perinelli , Michele Castelluzzo

There are numerous characterizations of Shannon entropy and Tsallis entropy as measures of information obeying certain properties. Using work by Faddeev and Furuichi, we derive a very simple characterization. Instead of focusing on the…

Information Theory · Computer Science 2017-08-22 John C. Baez , Tobias Fritz , Tom Leinster

We explore the relation between entanglement entropy of quantum many body systems and the distribution of corresponding, properly selected, observables. Such a relation is necessary to actually measure the entanglement entropy. We show that…

Statistical Mechanics · Physics 2009-11-11 Israel Klich , Gil Refael , Alessandro Silva

In this paper, we present a new multi-scale information content calculation method based on Shannon information (and Shannon entropy). The original method described by Claude E. Shannon and based on the logarithm of the probability of…

Information Theory · Computer Science 2023-05-23 Zsolt Pocze

This paper is prepared as a contribution to the proceedings after the 12th ICSSUR/Feynfest Conference held in Foz do Iguacu (Brazil) from 2 to 6 May 2011. In the first part I briefy report the topic of entropic uncertainty relations for…

Quantum Physics · Physics 2011-09-29 Łukasz Rudnicki

Images obtained from coherent illumination processes are contaminated with speckle noise, with polarimetric synthetic aperture radar (PolSAR) imagery as a prominent example. With an adequacy widely attested in the literature, the scaled…

Methodology · Statistics 2015-06-11 Alejandro C. Frery , Renato J. Cintra , Abraão D. C. Nascimento

The paper examines relationships between the conditional Shannon entropy and the expectation of $\ell_{\alpha}$-norm for joint probability distributions. More precisely, we investigate the tight bounds of the expectation of…

Information Theory · Computer Science 2020-08-24 Yuta Sakai , Ken-ichi Iwata

Shannon's entropy and other entropy-based concepts are derived from the new, more general concept of relative divergence of one "grading' function on a linearly ordered set from another such function. The definition of relative divergence…

Probability · Mathematics 2019-03-14 Alexander Dukhovny

Shannon entropy is not the only entropy that is relevant to machine-learning datasets, nor possibly even the most important one. Traditional entropies such as Shannon entropy capture information represented by elements' frequencies but not…

Information Theory · Computer Science 2026-04-01 Phuc Nguyen , Josiah Couch , Rahul Bansal , Alexandra Morgan , Chris Tam , Miao Li , Rima Arnaout , Ramy Arnaout

Shannon entropy in position ($S_{\rvec}$) and momentum ($S_{\pvec}$) spaces, along with their sum ($S_t$) are presented for unit-normalized densities of He, Li$^+$ and Be$^{2+}$ ions, spatially confined at the center of an impenetrable…

Quantum Physics · Physics 2021-03-01 Sangita Majumdar , Amlan K. Roy

The Shannon entropy, one of the cornerstones of information theory, is widely used in physics, particularly in statistical mechanics. Yet its characterization and connection to physics remain vague, leaving ample room for misconceptions and…

Statistical Mechanics · Physics 2021-07-28 Gabriele Carcassi , Christine A. Aidala , Julian Barbour

In this work we determine and discuss the entropic uncertainty measures of Shannon type for all the discrete stationary states of the multidimensional harmonic systems directly in terms of the states' hyperquantum numbers, the…

Quantum Physics · Physics 2018-12-19 I. V. Toranzo , J. S. Dehesa

In this study, the cumulative effect of the empirical probability distribution of a random variable is identified as a factor that amplifies the occurrence of extreme events in datasets. To quantify this observation, a corresponding…

The ultimate purpose of the statistical analysis of ordinal patterns is to characterize the distribution of the features they induce. In particular, knowing the joint distribution of the pair Entropy-Statistical Complexity for a large class…

We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particular, for the case when the probability distribution is a joint…

comp-gas · Physics 2008-02-03 David H. Wolpert , David R. Wolf

The formalism of statistical mechanics can be generalized by starting from more general measures of information than the Shannon entropy and maximizing those subject to suitable constraints. We discuss some of the most important examples of…

Statistical Mechanics · Physics 2015-05-13 Christian Beck