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An uncertainty relation for the R\'enyi entropies of conjugate quantum observables is used to obtain a strong Heisenberg limit of the form ${\rm RMSE} \geq f(\alpha)/(\langle N\rangle+\frac12)$, bounding the root mean square error of any…

Quantum Physics · Physics 2022-11-21 Michael J. W. Hall

The rate-distortion saddle-point problem considered by Lapidoth (1997) consists in finding the minimum rate to compress an arbitrary ergodic source when one is constrained to use a random Gaussian codebook and minimum (Euclidean) distance…

Information Theory · Computer Science 2018-09-03 Lin Zhou , Vincent Y. F. Tan , Mehul Motani

Statistical independence and conditional independence are two fundamental concepts in statistics and machine learning. Copula Entropy is a mathematical concept defined by Ma and Sun for multivariate statistical independence measuring and…

Computation · Statistics 2021-03-30 Jian Ma

The principle of maximum entropy is a broadly applicable technique for computing a distribution with the least amount of information possible while constrained to match empirically estimated feature expectations. However, in many real-world…

Machine Learning · Computer Science 2022-08-16 Kenneth Bogert , Yikang Gui , Prashant Doshi

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…

Information Theory · Computer Science 2017-05-01 Maciej Skorski

In this paper we develop the following general approach. We study asymptotic behavior of the entropy numbers not for an individual smoothness class, how it is usually done, but for the collection of classes, which are defined by integral…

Numerical Analysis · Mathematics 2025-07-15 V. Temlyakov

We seek an entropy estimator for discrete distributions with fully empirical accuracy bounds. As stated, this goal is infeasible without some prior assumptions on the distribution. We discover that a certain information moment assumption…

Information Theory · Computer Science 2022-12-27 Doron Cohen , Aryeh Kontorovich , Aaron Koolyk , Geoffrey Wolfer

In this paper we present some new limit theorems for power variation of $k$th order increments of stationary increments L\'evy driven moving averages. In the infill asymptotic setting, where the sampling frequency converges to zero while…

Probability · Mathematics 2016-03-25 Andreas Basse-O'Connor , Raphaël Lachièze-Rey , Mark Podolskij

Density expansions for hypoelliptic diffusions $(X^1,...,X^d)$ are revisited. In particular, we are interested in density expansions of the projection $(X_T^1,...,X_T^l)$, at time $T>0$, with $l \leq d$. Global conditions are found which…

Probability · Mathematics 2013-05-30 J. D. Deuschel , P. K. Friz , A. Jacquier , S. Violante

We construct complete asymptotic expansions of solutions of the 1D semiclassical Schr\"odinger equation near transition points. There are three main novelties: (1) transition points of order $\kappa\geq 2$ (i.e.\ trapped points -- the…

Classical Analysis and ODEs · Mathematics 2025-10-15 Ethan Sussman

Recent studies found that the diffusive transport of conserved quantities in non-integrable many-body systems has an imprint on quantum entanglement: while the von Neumann entropy of a state grows linearly in time $t$ under a global quench,…

Statistical Mechanics · Physics 2020-07-07 Tianci Zhou , Andreas W. W. Ludwig

By replacing linear averaging in Shannon entropy with Kolmogorov-Nagumo average (KN-averages) or quasilinear mean and further imposing the additivity constraint, R\'{e}nyi proposed the first formal generalization of Shannon entropy. Using…

Information Theory · Computer Science 2007-07-13 Ambedkar Dukkipati , M. Narasimha Murty , Shalabh Bhatnagar

Estimation of Shannon and R\'enyi entropies of unknown discrete distributions is a fundamental problem in statistical property testing and an active research topic in both theoretical computer science and information theory. Tight bounds on…

Quantum Physics · Physics 2023-07-19 Tongyang Li , Xiaodi Wu

We study four problems namely, Campbell's source coding problem, Arikan's guessing problem, Huieihel et al.'s memoryless guessing problem, and Bunte and Lapidoth's task partitioning problem. We observe a close relationship among these…

Information Theory · Computer Science 2019-07-17 M. Ashok Kumar , Albert Sunny , Ashish Thakre , Ashisha Kumar

We establish higher-order nonasymptotic expansions for a difference between probability distributions of sums of i.i.d. random vectors in a Euclidean space. The derived bounds are uniform over two classes of sets: the set of all Euclidean…

Statistics Theory · Mathematics 2022-11-30 Mayya Zhilova

We extend the notion of estimation entropy of autonomous dynamical systems proposed by Liberzon and Mitra [1] to nonlinear dynamical systems with uncertain inputs with bounded variation. We call this new notion the {$\epsilon$}-estimation…

Systems and Control · Electrical Eng. & Systems 2023-11-14 Hussein Sibai , Sayan Mitra

In this paper, we present the asymptotic theory for integrated functions of increments of Brownian local times in space. Specifically, we determine their first-order limit, along with the asymptotic distribution of the fluctuations. Our key…

Probability · Mathematics 2023-11-03 Simon Campese , Nicolas Lengert , Mark Podolskij

We consider the maximum entropy problems associated with R\'enyi $Q$-entropy, subject to two kinds of constraints on expected values. The constraints considered are a constraint on the standard expectation, and a constraint on the…

Information Theory · Computer Science 2008-12-18 Jean-François Bercher

Thermodynamics can be formulated in either of two approaches, the phenomenological approach, which refers to the macroscopic properties of systems, and the statistical approach, which describes systems in terms of their microscopic…

Quantum Physics · Physics 2019-05-01 Mirjam Weilenmann , Lea Krämer Gabriel , Philippe Faist , Renato Renner

The R\'enyi entropies $R_{p}[\rho]$, $p>0,\neq 1$ of the highly-excited quantum states of the $D$-dimensional isotropic harmonic oscillator are analytically determined by use of the strong asymptotics of the orthogonal polynomials which…

Mathematical Physics · Physics 2016-10-07 A. I. Aptekarev , D. N. Tulyakov , I. V. Toranzo , J. S. Dehesa