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Related papers: Remarks on the R\'{e}nyi Entropy of a sum of IID r…

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In this paper the author analyses the weighted Renyi entropy in order to derive several inequalities in weighted case. Furthermore, using the proposed notions $\alpha$-th generalized derivation and ($\alpha$; p)-th weighted Fisher…

Information Theory · Computer Science 2015-10-16 Salimeh Yasaei Sekeh

We consider the problem of estimating the common mean of independently sampled data, where samples are drawn in a possibly non-identical manner from symmetric, unimodal distributions with a common mean. This generalizes the setting of…

Statistics Theory · Mathematics 2019-07-09 Ankit Pensia , Varun Jog , Po-Ling Loh

Generalized probability distributions for Maxwell-Boltzmann, Bose-Einstein and Fermi-Dirac statistics, with unequal source probabilities $q_i$ for each level $i$, are obtained by combinatorial reasoning. For equiprobable degenerate…

Statistical Mechanics · Physics 2008-08-18 Robert K. Niven , Marian Grendar

We calculate and analyze various entropy measures and their properties for selected probability distributions. The entropies considered include Shannon, R\'enyi, generalized R\'enyi, Tsallis, Sharma-Mittal, and modified Shannon entropy,…

Information Theory · Computer Science 2024-11-26 Iryna Bodnarchuk , Yuliya Mishura , Kostiantyn Ralchenko

The phenomenon of entropy concentration provides strong support for the maximum entropy method, MaxEnt, for inferring a probability vector from information in the form of constraints. Here we extend this phenomenon, in a discrete setting,…

Information Theory · Computer Science 2021-01-11 Kostas N. Oikonomou

In this paper, we develop the lower and upper bounds of worst-case distortion riskmetrics and weighted entropy for unimodal, and symmetric unimodal distributions when mean and variance information are available. We also consider the sharp…

Risk Management · Quantitative Finance 2025-11-24 Baishuai Zuo , Chuancun Yin

Shearer's inequality bounds the sum of joint entropies of random variables in terms of the total joint entropy. We give another lower bound for the same sum in terms of the individual entropies when the variables are functions of…

Probability · Mathematics 2021-03-23 Endre Csóka , Viktor Harangi , Bálint Virág

In this article we review the standard versions of the Central and of the Levy-Gnedenko Limit Theorems, and illustrate their application to the convolution of independent random variables associated with the distribution known as…

Soft Condensed Matter · Physics 2007-12-16 Constantino Tsallis , Silvio M. Duarte Queiros

In this paper, we first briefly review some recent results on the distribution of the maximal eigenvalue of a $(N\times N)$ random matrix drawn from Gaussian ensembles. Next we focus on the Gaussian Unitary Ensemble (GUE) and by suitably…

Statistical Mechanics · Physics 2011-05-30 Celine Nadal , Satya N. Majumdar

In many applications, the probability density function is subject to experimental errors. In this work the continuos dependence of a class of generalized entropies on the experimental errors is studied. This class includes the C. Shannon,…

Data Analysis, Statistics and Probability · Physics 2016-05-20 György Steinbrecher , Giorgio Sonnino

This paper proposes a new method for estimating the joint probability mass function of a pair of discrete random variables. This estimator is used to construct joint Shannon R\'enyi-Tsallis entropies, and the mutual information estimates of…

Methodology · Statistics 2020-01-14 Amadou Diadie Ba , Gane Samb Lo , Cheikh Tidiane Seck

The R\'enyi entropy is a generalization of the Shannon entropy and is widely used in mathematical statistics and applied sciences for quantifying the uncertainty in a probability distribution. We consider estimation of the quadratic R\'enyi…

Statistics Theory · Mathematics 2013-03-08 David Källberg , Nikolaj Leonenko , Oleg Seleznjev

Using arguments built on ergodicity, we derive an analytical expression for the Renyi entanglement entropies corresponding to the finite-energy density eigenstates of chaotic many-body Hamiltonians. The expression is a universal function of…

Statistical Mechanics · Physics 2019-03-12 Tsung-Cheng Lu , Tarun Grover

Following [1], the aim of this paper is to analyze the relative weighted entropy involving the central moments weight functions. We compare the standard relative entropy with the weighted case in two particular forms of Gaussian…

Information Theory · Computer Science 2015-06-23 Salimeh Yasaei Sekeh , Adriano Polpo

We prove two universality results for random tensors of arbitrary rank D. We first prove that a random tensor whose entries are N^D independent, identically distributed, complex random variables converges in distribution in the large N…

Probability · Mathematics 2013-05-07 Razvan Gurau

We study the problem of discovering the simplest latent variable that can make two observed discrete variables conditionally independent. The minimum entropy required for such a latent is known as common entropy in information theory. We…

Two R\'{e}nyi-type generalizations of the Shannon cross-entropy, the R\'{e}nyi cross-entropy and the Natural R\'{e}nyi cross-entropy, were recently used as loss functions for the improved design of deep learning generative adversarial…

Information Theory · Computer Science 2022-10-06 Ferenc Cole Thierrin , Fady Alajaji , Tamás Linder

Let $X_N$ be a random trigonometric polynomial of degree $N$ with iid coefficients and let $Z_N(I)$ denote the (random) number of its zeros lying in the compact interval $I\subset\mathbb{R}$. Recently, a number of important advances were…

Probability · Mathematics 2015-12-18 Jean-Marc Azaïs , Federico Dalmao , José León , Ivan Nourdin , Guillaume Poly

A natural link between the notions of majorization and strongly Sperner posets is elucidated. It is then used to obtain a variety of consequences, including new R\'enyi entropy inequalities for sums of independent, integer-valued random…

Combinatorics · Mathematics 2020-02-07 Mokshay Madiman , Liyao Wang , Jae Oh Woo

Moore and Yang defined an integral notion, based on an extension of Riemann sums, for inclusion monotonic continuous interval functions, where the integrations limits are real numbers. This integral notion extend the usual integration of…

Classical Analysis and ODEs · Mathematics 2021-07-06 Benjamín Bedregal , Claudilene Gomes da Costa , Eduardo Palmeira , Edmundo Mansilla