Related papers: Remarks on the R\'{e}nyi Entropy of a sum of IID r…
Over the past few years, a family of interesting new inequalities for the entropies of sums and differences of random variables has been developed by Ruzsa, Tao and others, motivated by analogous results in additive combinatorics. The…
We give a necessary and sufficient condition for symmetric infinitely divisible distribution to have Gaussian component. The result can be applied to approximation the distribution of finite sums of random variables. Particularly, it shows…
The minimum average number of bits need to describe a random variable is its entropy, assuming knowledge of the underlying statistics On the other hand, universal compression supposes that the distribution of the random variable, while…
We leverage the Gibbs inequality and its natural generalization to R\'enyi entropies to derive closed-form parametric expressions of the optimal lower bounds of $\rho$th-order guessing entropy (guessing moment) of a secret taking values on…
The sum of $N$ sufficiently strongly correlated random variables will not in general be Gaussian distributed in the limit N\to\infty. We revisit examples of sums x that have recently been put forward as instances of variables obeying a…
Following a growing number of studies that, over the past 15 years, have established entropy inequalities via ideas and tools from additive combinatorics, in this work we obtain a number of new bounds for the differential entropy of sums,…
We introduce a new generalization of relative entropy to non-negative vectors with sums $\gt 1$. We show in a purely combinatorial setting, with no probabilistic considerations, that in the presence of linear constraints defining a convex…
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…
In this short note, we find an equivalent combinatorial condition only involving finite sums under which a centered Gaussian random vector with multinomial covariance matrix satisfies the Gaussian product inequality (GPI) conjecture. These…
A theory of intermittency differentiation is developed for a general class of Gaussian Multiplicative Chaos measures including the measure of Bacry and Muzy on the interval and circle as special cases. An exact, non-local functional…
What can we say about the spectra of a collection of microscopic variables when only their coarse-grained sums are experimentally accessible? In this paper, using the tools and methodology from the study of quantum nonlocality, we develop a…
We develop entropy and variance results for the product of independent identically distributed random variables on Lie groups. Our results apply to the study of stationary measures in various contexts.
We demonstrate that the most probable state of a conserved system with a limited number of entities or molecules is the state where non-Gaussian and non-chi-square distributions govern. We have conducted a thought experiment using a…
Shannon and Renyi entropies are quantitative measures of uncertainty in a data set. They are developed by Renyi in the context of entropy theory. These measures have been studied in the case of the multivariate t-distributions. We extend…
We study the entropy of the distribution of the set R_n of vertices visited by a simple random walk on a graph with bounded degrees in its first n steps. It is shown that this quantity grows linearly in the expected size of R_n if the graph…
The intrinsic volumes of Gaussian polytopes are considered. A lower variance bound for these quantities is proved, showing that, under suitable normalization, the variances converge to strictly positive limits. The implications of this…
In this paper, we develop a general theory on the coverage probability of random intervals defined in terms of discrete random variables with continuous parameter spaces. The theory shows that the minimum coverage probabilities of random…
For a general class of lattice-spin systems, we prove that an abstract Gaussian concentration bound implies positivity of lower relative entropy density. As a consequence we obtain uniqueness of translation-invariant Gibbs measures from the…
We present a refinement of a known entropic inequality on the sphere, finding suitable conditions under which the uniform probability measure on the sphere behaves asymptomatically like the Gaussian measure on $\mathbb{R}^N$ with respect to…
We propose a new way of defining entropy of a system, which gives a general form which may be nonextensive as Tsallis entropy, but is linearly dependent on component entropies, like Renyi entropy, which is extensive. This entropy has a…