Related papers: Remarks on the R\'{e}nyi Entropy of a sum of IID r…
We study the problem of detecting the structure of a complex dynamical system described by a set of deterministic differential equation that contains a Hamiltonian subsystem, without any information on the explicit form of evolution laws.…
We consider the problem of minimizing a generalized relative entropy, with respect to a reference diffusion law, over the set of path-measures with fully prescribed marginal distributions. When dealing with the actual relative entropy,…
We consider the following frustrated optimization problem: given a prior probability distribution $q$, find the distribution $p$ minimizing the relative entropy with respect to $q$ such that $\textrm{mean}(p)$ is fixed and large. We show…
In this article we generalize the classical Edgeworth expansion for the probability density function (PDF) of sums of a finite number of symmetric independent identically distributed random variables with a finite variance to sums of…
The entropy accumulation theorem, and its subsequent generalized version, is a powerful tool in the security analysis of many device-dependent and device-independent cryptography protocols. However, it has the drawback that the finite-size…
In this paper we examine the deviations from Gaussianity for two types of random variable converging to a normal distribution, namely sums of random variables generated by a deterministic discrete time map and a linearly damped variable…
We find the value of constants related to constraints in characterization of some known statistical distributions and then we proceed to use the idea behind maximum entropy principle to derive generalized version of this distributions using…
New families of Fisher information and entropy power inequalities for sums of independent random variables are presented. These inequalities relate the information in the sum of $n$ independent random variables to the information contained…
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…
We present a new class of estimators of Shannon entropy for severely undersampled discrete distributions. It is based on a generalization of an estimator proposed by T. Schuermann, which itself is a generalization of an estimator proposed…
Entropy and relative or cross entropy measures are two very fundamental concepts in information theory and are also widely used for statistical inference across disciplines. The related optimization problems, in particular the maximization…
In this paper we examine the average R\'{e}nyi entropy $S_{\alpha}$ of a subsystem $A$ when the whole composite system $AB$ is a random pure state. We assume that the Hilbert space dimensions of $A$ and $AB$ are $m$ and $m n$ respectively.…
We study the problem of estimating the mean of a multivariatedistribution based on independent samples. The main result is the proof of existence of an estimator with a non-asymptotic sub-Gaussian performance for all distributions…
We prove a general independent equidistribution result for Gauss sums associated to $n$ monomials in $r$ variable multiplicative characters over a finite field, which generalizes several previous equidistribution results for Gauss and…
Consider a sequential process in which each step outputs a system $A_i$ and updates a side information register $E$. We prove that if this process satisfies a natural "non-signalling" condition between past outputs and future side…
The Generalized Central Limit Theorem is a remarkable generalization of the Central Limit Theorem, showing that the sum of a large number of independent, identically-distributed (i.i.d) random variables with infinite variance may converge…
This paper gives improved R\'{e}nyi entropy power inequalities (R-EPIs). Consider a sum $S_n = \sum_{k=1}^n X_k$ of $n$ independent continuous random vectors taking values on $\mathbb{R}^d$, and let $\alpha \in [1, \infty]$. An R-EPI…
We give a simple proof of the recent remarkable exponential improvement for Ramsey lower bounds, obtained by Ma, Shen and Xie. Our key ingredient is an alternative construction based on Gaussian random graphs, which allows us to simplify…
We consider independently identically distributed random compositions of the Gauss and R\'enyi maps that generate random continued fractions. Using methods of ergodic theory, thermodynamic formalism and large deviations, we show that…
We provide a unifying axiomatics for Renyi's entropy and non-extensive entropy of Tsallis. It is shown that the resulting entropy coincides with Csiszar's measure of directed divergence known from communication theory.