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Understanding the way in which random entities interact is of key interest in numerous scientific fields. This can range from a full characterization of the joint distribution to single scalar summary statistics. In this work we identify a…

Statistics Theory · Mathematics 2016-11-22 Yaniv Tenzer , Gal Elidan

The classical Density Functional Theory (DFT) is introduced as an application of entropic inference for inhomogeneous fluids at thermal equilibrium. It is shown that entropic inference reproduces the variational principle of DFT when…

Statistical Mechanics · Physics 2021-09-14 Ahmad Yousefi , Ariel Caticha

The class of location-scale finite mixtures is of enduring interest both from applied and theoretical perspectives of probability and statistics. We prove the following results: to an arbitrary degree of accuracy, (a) location-scale…

Statistics Theory · Mathematics 2022-05-26 TrungTin Nguyen , Faicel Chamroukhi , Hien D Nguyen , Geoffrey J McLachlan

A step by step procedure to derive analytically the exact dynamical evolution equations of the probability density functions (PDF) of well known kinetic wealth exchange economic models is shown. This technique gives a dynamical insight into…

General Finance · Quantitative Finance 2015-05-20 Xavier Calbet , Jose-Luis Lopez , Ricardo Lopez-Ruiz

We present a general framework to treat the evolution of one-point probability distribution function (PDF) for cosmic density $\delta$ and velocity-divergence fields $\theta$. In particular, we derive an evolution equation for the one-point…

Astrophysics · Physics 2009-11-07 Yasuhiro Ohta , Issha Kayo , Atsushi Taruya

We consider distributions of ordered random vectors with given one-dimensional marginal distributions. We give an elementary necessary and sufficient condition for the existence of such a distribution with finite entropy. In this case, we…

Statistics Theory · Mathematics 2015-09-08 Cristina Butucea , Jean-François Delmas , Anne Dutfoy , Richard Fischer

This work provides data-processing and majorization inequalities for $f$-divergences, and it considers some of their applications to coding problems. This work also provides tight bounds on the R\'{e}nyi entropy of a function of a discrete…

Information Theory · Computer Science 2021-04-01 Igal Sason

Probability distribution functions (PDFs) of column densities are an established tool to characterize the evolutionary state of interstellar clouds. Using simulations, we show to what degree their determination is affected by noise,…

Instrumentation and Methods for Astrophysics · Physics 2016-05-25 Volker Ossenkopf-Okada , Timea Csengeri , Nicola Schneider , Christoph Federrath , Ralf S. Klessen

Spatially referenced data often have autocovariance functions with elliptical isolevel contours, a property known as geometric anisotropy. The anisotropy parameters include the tilt of the ellipse (orientation angle) with respect to a…

Statistics Theory · Mathematics 2021-10-04 Manolis P. Petrakis , Dionissios T. Hristopulos

We relate the information entropy and the mass variance of any distribution in the regime of small fluctuations. We use a set of Monte Carlo simulations of different homogeneous and inhomogeneous distributions to verify the relation and…

Cosmology and Nongalactic Astrophysics · Physics 2016-09-21 Biswajit Pandey

We quantitatively study the probability distribution function (PDF) of cosmological nonlinear density fluctuations from N-body simulations with Gaussian initial condition. In particular, we examine the validity and limitations of one-point…

Astrophysics · Physics 2009-11-06 Issha Kayo , Atsushi Taruya , Yasushi Suto

We calculate and analyze various entropy measures and their properties for selected probability distributions. The entropies considered include Shannon, R\'enyi, generalized R\'enyi, Tsallis, Sharma-Mittal, and modified Shannon entropy,…

Information Theory · Computer Science 2024-11-26 Iryna Bodnarchuk , Yuliya Mishura , Kostiantyn Ralchenko

This paper develops systematic approaches to obtain $f$-divergence inequalities, dealing with pairs of probability measures defined on arbitrary alphabets. Functional domination is one such approach, where special emphasis is placed on…

Information Theory · Computer Science 2016-12-06 Igal Sason , Sergio Verdú

This paper introduces a framework for modeling cyclical and feedback-driven information flow through a generalized family of entropy-modulated transformations called derangetropy functionals. Unlike scalar and static entropy measures such…

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

Statistical system models provide the basis for the examination of various sorts of distributions. Classification distributions are a very common and versatile form of statistics in e.g. real economic, social, and IT systems. The…

Computation · Statistics 2019-12-20 Uwe Petersohn , Thomas Dedek , Sandra Zimmer , Hans Biskupski

For a variant of the algorithm in [Pit19] (arXiv:1903.10816) to compute the approximate density or distribution function of a linear mixture of independent random variables known by a finite sample, it is presented a proof of the functional…

Statistics Theory · Mathematics 2019-06-19 Thomas Pitschel

Statistical modeling of physical laws connects experiments with mathematical descriptions of natural phenomena. The modeling is based on the probability density of measured variables expressed by experimental data via a kernel estimator. As…

Information Theory · Computer Science 2007-07-13 Igor Grabec

We consider discrete stochastic processes, modeled by classical master equations, on networks. The temporal growth of the lack of information about the system is captured by its non-equilibrium entropy, defined via the transition…

Statistical Mechanics · Physics 2017-04-26 Oliver Muelken , Sarah Heinzelmann , Maxim Dolgushev

We define an entropy based on a chosen governing probability distribution. If a certain kind of measurements follow such a distribution it also gives us a suitable scale to study it with. This scale will appear as a link function that is…

Data Analysis, Statistics and Probability · Physics 2007-10-24 Peter Sunehag

The problem addressed concerns the determination of the average number of successive attempts of guessing a word of a certain length consisting of letters with given probabilities of occurrence. Both first- and second-order approximations…

Information Theory · Computer Science 2015-06-19 Kerstin Andersson