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Shannon entropy for discrete distributions is a fundamental and widely used concept, but its continuous analogue, known as differential entropy, lacks essential properties such as positivity and compatibility with the discrete case. In this…

Probability · Mathematics 2025-08-07 Yuliya Mishura , Kostiantyn Ralchenko

Given two jointly distributed random variables $(X,Y)$, a functional representation of $X$ is a random variable $Z$ independent of $Y$, and a deterministic function $g(\cdot, \cdot)$ such that $X=g(Y,Z)$. The problem of finding a minimum…

Information Theory · Computer Science 2023-05-11 Yanina Y. Shkel , Anuj Kumar Yadav

We study the class of self-similar probability density functions with finite mean and variance which maximize R\'{e}nyi's entropy. The investigation is restricted in the Schwartz space $S(\mathbb{R}^d)$ and in the space of…

Mathematical Physics · Physics 2015-10-28 Agapitos N. Hatzinikitas

The entropic region is formed by the collection of the Shannon entropies of all subvectors of finitely many jointly distributed discrete random variables. For four or more variables, the structure of the entropic region is mostly unknown.…

Information Theory · Computer Science 2026-03-04 E. P. Csirmaz , L. Csirmaz

This paper explores the exponential stability of two nonlinear wave equations coupled through their velocities. The analysis is divided into two main cases. First, we consider a system where one equation is damped, while the other…

Analysis of PDEs · Mathematics 2025-07-11 Alhabib Moumni , Cristina Pignotti , Jawad Salhi , Mouhcine Tilioua

We study the problem of generating a random variate $X$ from a finite discrete probability distribution $P$ using an entropy source of independent fair coin flips. A classic result from Knuth and Yao shows that the optimal expected number…

Data Structures and Algorithms · Computer Science 2026-04-28 Thomas L. Draper , Feras A. Saad

We show that any pair $X, Y$ of independent, non-compactly supported random variables on $[0,\infty)$ satisfies $\liminf_{m\to\infty} \mathbb{P}(\min(X,Y) >m \,| \,X+Y> 2m) =0$. We conjecture multi-variate and weighted generalizations of…

Probability · Mathematics 2020-08-05 Naomi Dvora Feldheim , Ohad Noy Feldheim

E-values have attracted considerable interest in recent years as flexible tools for enabling anytime-valid and adaptive data analysis. Hypothesis testing is at the core of many of these applications, which can often involve private or…

Cryptography and Security · Computer Science 2026-05-29 Ben Jacobsen , Tomas Gonzales , Gavin Brown , Kassem Fawaz , Aaditya Ramdas

In this paper we extend the notion of a continuous bundle random dynamical system to the setting where the action of $\R$ or $\N$ is replaced by the action of an infinite countable discrete amenable group. Given such a system, and a…

Dynamical Systems · Mathematics 2013-06-21 Anthony H. Dooley , Guohua Zhang

In this article, we study the long-time behavior of a finite-volume discretization for a nonlinear kinetic reaction model involving two interacting species. Building upon the seminal work of [Favre, Pirner, Schmeiser, ARMA, 2023], we extend…

Numerical Analysis · Mathematics 2025-11-18 Marianne Bessemoulin-Chatard , Tino Laidin , Thomas Rey

Entropy is a measure of self-information which is used to quantify losses. Entropy was developed in thermodynamics, but is also used to compare probabilities based on their deviating information content. Corresponding model uncertainty is…

Probability · Mathematics 2018-01-23 Alois Pichler , Ruben Schlotter

We show that for log-concave real random variables with fixed variance the Shannon differential entropy is minimized for an exponential random variable. We apply this result to derive upper bounds on capacities of additive noise channels…

Probability · Mathematics 2024-03-19 James Melbourne , Piotr Nayar , Cyril Roberto

A method for estimating the Shannon differential entropy of multidimensional random variables using independent samples is described. The method is based on decomposing the distribution into a product of the marginal distributions and the…

Statistical Mechanics · Physics 2020-04-22 Gil Ariel , Yoram Louzoun

The estimation of entropy rates for stationary discrete-valued stochastic processes is a well studied problem in information theory. However, estimating the entropy rate for stationary continuous-valued stochastic processes has not received…

Information Theory · Computer Science 2021-05-26 Andrew Feutrill , Matthew Roughan

Let X be a compact topological space, and let D be a subset of X. Let Y be a Hausdorff topological space. Let f be a continuous map of the closure of D to Y such that f(D) is open. Let E be any connected subset of the complement (to Y) of…

General Topology · Mathematics 2017-01-17 Iosif Pinelis

Entropy rate of sequential data-streams naturally quantifies the complexity of the generative process. Thus entropy rate fluctuations could be used as a tool to recognize dynamical perturbations in signal sources, and could potentially be…

Information Theory · Computer Science 2014-03-24 Ishanu Chattopadhyay , Hod Lipson

Suppose that you have $n$ colours and $m$ mutually independent dice, each of which has $r$ sides. Each dice lands on any of its sides with equal probability. You may colour the sides of each die in any way you wish, but there is one…

Probability · Mathematics 2018-08-14 Christos Pelekis

Extropy, a complementary dual of entropy, (proposed by Lad et al. \cite{lad2015extropy} in 2015) has attracted considerable interest from the research community. In this study, we focus on discrete random variables and define conditional…

Information Theory · Computer Science 2025-07-16 Naveen Kumar , Vivek Vijay

In classical and quantum information theory, operational quantities such as the amount of randomness that can be extracted from a given source or the amount of space needed to store given data are normally characterized by one of two…

Quantum Physics · Physics 2011-03-18 Marco Tomamichel , Roger Colbeck , Renato Renner

Given n (discrete or continuous) random variables X_i, the (2^n-1)-dimensional vector obtained by evaluating the joint entropy of all non-empty subsets of {X_1,...,X_n} is called an entropic vector. Determining the region of entropic…

Information Theory · Computer Science 2011-12-02 Sormeh Shadbakht , Babak Hassibi