Related papers: R\'enyi entropy for multivariate controlled autore…
The matrix-based R\'enyi's entropy allows us to directly quantify information measures from given data, without explicit estimation of the underlying probability distribution. This intriguing property makes it widely applied in statistical…
The R\'enyi entropy is a mathematical generalization of the concept of entropy and it encodes the total information of a system as a funtion of its order parameter $\alpha$. The meaning of the R\'enyi entropy in physics is not completely…
Numerous entropy-type characteristics (functionals) generalizing R\'enyi entropy are widely used in mathematical statistics, physics, information theory, and signal processing for characterizing uncertainty in probability distributions and…
The R{\'e}nyi entropy is one of the important information measures that generalizes Shannon's entropy. The quantum R{\'e}nyi entropy has a fundamental role in quantum information theory, therefore, bounding this quantity is of vital…
Configurational entropy, or complexity, plays a critical role in characterizing disordered systems such as glasses, yet its measurement often requires significant computational resources. Recently, R\'enyi entropy, a one-parameter…
We study the behaviour of R\'enyi entropies in a generic thermodynamic macrostate of an integrable model. In the standard quench action approach to quench dynamics, the R\'enyi entropies may be derived from the overlaps of the initial state…
We propose R\'enyi information generating function and discuss its properties. A connection between the R\'enyi information generating function and the diversity index is proposed for discrete type random variables. The relation between the…
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…
R\'enyi entropy is a one-parameter generalization of Shannon entropy, which has been used in various fields of physics. Despite its wide applicability, the physical interpretations of the R\'enyi entropy are not widely known. In this paper,…
Accounting for the non-normality of asset returns remains challenging in robust portfolio optimization. In this article, we tackle this problem by assessing the risk of the portfolio through the "amount of randomness" conveyed by its…
We conduct a numerical investigation of the dynamics of the central spin model in the presence of measurement processes. This model holds promise for experimental exploration due to its topology, which facilitates the natural distinction of…
A generalization of the entropy production rate is proposed $\Pi_q$ in non-equilibrium systems by extending the formalism of classical stochastic thermodynamics to regimes with non-Gaussian fluctuations. Through the R\'enyi entropy $S_q$ ,…
This paper provides tight bounds on the R\'enyi entropy of a function of a discrete random variable with a finite number of possible values, where the considered function is not one-to-one. To that end, a tight lower bound on the R\'enyi…
In this article we study multivariate continuous-time autoregressive moving-average (MCARMA) processes with values in convex cones. More specifically, we introduce matrix-valued MCARMA processes with L\'evy noise and present necessary and…
Quantum information measures such as the entropy and the mutual information find applications in physics, e.g., as correlation measures. Generalizing such measures based on the R\'enyi entropies is expected to enhance their scope in…
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…
The class of multivariate L\'{e}vy-driven autoregressive moving average (MCARMA) processes, the continuous-time analogs of the classical vector ARMA processes, is shown to be equivalent to the class of continuous-time state space models.…
We show that the R\'enyi entropies of single particle, extended wave functions for disordered systems contain information about the multifractal spectrum. It is shown for moments of the R\'enyi entropy, $S_{n}$, where $|n|<1$, it is…
The $n$-index R\'enyi mutual information and transfer entropy for the two-dimensional kinetic Ising model with arbitrary single-spin dynamics in the thermodynamic limit are derived as functions of thermodynamic quantities. By means of Monte…
Entanglement criteria for an $n$-partite quantum system with continuous variables are formulated in terms of R\'{e}nyi entropies. R\'{e}nyi entropies are widely used as a good information measure due to many nice properties. Derived…