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In this study, the cumulative effect of the empirical probability distribution of a random variable is identified as a factor that amplifies the occurrence of extreme events in datasets. To quantify this observation, a corresponding…

The paper extends the analysis of the entropies of the Poisson distribution with parameter $\lambda$. It demonstrates that the Tsallis and Sharma-Mittal entropies exhibit monotonic behavior with respect to $\lambda$, whereas two generalized…

Probability · Mathematics 2024-11-27 Dmitri Finkelshtein , Anatoliy Malyarenko , Yuliya Mishura , Kostiantyn Ralchenko

We generalize the usual exponential Boltzmann factor to any reasonable and potentially observable distribution function, $B(E)$. By defining generalized logarithms $\Lambda$ as inverses of these distribution functions, we are led to a…

Statistical Mechanics · Physics 2007-05-23 Rudolf Hanel , Stefan Thurner

Fisher information, Shannon information entropy and Statistical Complexity are calculated for the interface of a normal metal and a superconductor, as a function of the temperature for several materials. The order parameter $\Psi({\bf r})$…

Quantum Physics · Physics 2018-06-05 Ch. C. Moustakidis , C. P. Panos

The definition of weighted entropy allows for easy calculation of the entropy of the mixture of measures. In this paper we investigate the problem of equivalent definition of the general entropy function in weighted form. We show that under…

Information Theory · Computer Science 2013-05-15 Marek Śmieja

We consider the problem of finite sample corrections for entropy estimation. New estimates of the Shannon entropy are proposed and their systematic error (the bias) is computed analytically. We find that our results cover correction…

Statistical Mechanics · Physics 2009-11-10 Thomas Schürmann

It is pointed out that the constraint to be imposed to the maximization of the entropy for processes outside the class of thermodynamical systems, is generally not well defined. In fact, any probability distribution can be derived from…

Statistical Mechanics · Physics 2009-11-10 Damian H. Zanette , Marcelo M. Montemurro

Several years ago, it has been discussed that non-logarithmic entropies such as the Tsallis q-entropy cannot be applied to systems with continuous variables. Now, in their recent paper [Phys. Rev. E 97, 012104 (2018)], Oikonomou and Bagci…

Statistical Mechanics · Physics 2018-06-13 Congjie Ou , Sumiyoshi Abe

A two parameter generalization of Boltzmann-Gibbs-Shannon entropy based on natural logarithm is introduced. The generalization of the Shannon-Kinchinn axioms corresponding to the two parameter entropy is proposed and verified. We present…

Statistical Mechanics · Physics 2013-03-08 R. Chandrashekar , C. Ravikumar , J. Segar

The requirement that an entropy function be composable is key: it means that the entropy of a compound system can be calculated in terms of the entropy of its independent components. We prove that, under mild regularity assumptions, the…

Mathematical Physics · Physics 2018-01-17 Alberto Enciso , Piergiulio Tempesta

We define a one-parameter family of entropies, each assigning a real number to any probability measure on a compact metric space (or, more generally, a compact Hausdorff space with a notion of similarity between points). These entropies…

Metric Geometry · Mathematics 2020-12-17 Tom Leinster , Emily Roff

It is proved that the only additive and isotropic information measure that can depend on the probability distribution and also on its first derivative is a linear combination of the Boltzmann-Gibbs-Shannon and Fisher information measures.…

Statistical Mechanics · Physics 2009-11-10 P. Ván

The paper examines relationships between the conditional Shannon entropy and the expectation of $\ell_{\alpha}$-norm for joint probability distributions. More precisely, we investigate the tight bounds of the expectation of…

Information Theory · Computer Science 2020-08-24 Yuta Sakai , Ken-ichi Iwata

We introduce derangetropy, a novel functional measure designed to characterize the dynamics of information within probability distributions. Unlike scalar measures such as Shannon entropy, derangetropy offers a functional representation…

Information Theory · Computer Science 2025-06-17 Masoud Ataei , Xiaogang Wang

In density estimation task, maximum entropy model (Maxent) can effectively use reliable prior information via certain constraints, i.e., linear constraints without empirical parameters. However, reliable prior information is often…

Machine Learning · Computer Science 2010-04-08 Yuexian Hou , Tingxu Yan , Peng Zhang , Dawei Song , Wenjie Li

One of the major issues studied in finance that has always intrigued, both scholars and practitioners, and to which no unified theory has yet been discovered, is the reason why prices move over time. Since there are several well-known…

Statistical Finance · Quantitative Finance 2008-12-02 Sonia R. Bentes , Rui Menezes , Diana A. Mendes

It is shown that distributions arising in Renyi-Tsallis maximum entropy setting are related to the Generalized Pareto Distributions (GPD) that are widely used for modeling the tails of distributions. The relevance of such modelization, as…

Information Theory · Computer Science 2008-05-06 J. -F. Bercher , C. Vignat

The Lagrangian technique of Niven (2004, Physica A, 334(3-4): 444) is used to determine the constrained forms of the Tsallis entropy function - i.e. Lagrangian functions in which the probabilities of each state are independent - for each…

Statistical Mechanics · Physics 2007-05-23 Robert K. Niven

We extend the Hanel and Thurner asymptotic analysis to both extensive and non-extensive entropies on the basis of a wide class of entropic forms. The procedure is known to be capable to classify multiple entropy measures in terms of their…

Statistical Mechanics · Physics 2020-02-21 Nana Cabo Bizet , Jesus Fuentes , Octavio Obregon

In this study an attempt has been made to propose a way to develop new distribution. For this purpose, we need only idea about distribution function. Some important statistical properties of the new distribution like moments, cumulants,…

Methodology · Statistics 2024-08-30 Brijesh P. Singh , Utpal Dhar Das
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