Related papers: Entropy and the Discrete Central Limit Theorem
We define the local empirical process, based on $n$ i.i.d. random vectors in dimension $d$, in the neighborhood of the boundary of a fixed set. Under natural conditions on the shrinking neighborhood, we show that, for these local empirical…
The relative entropy of two n-party quantum states is an important quantity exhibiting, for example, the extent to which the two states are different. The relative entropy of the states formed by reducing two n-party to a smaller number $m$…
The law of large numbers for the empirical density for the pairs of uniformly distributed integers with a given greatest common divisor is a classic result in number theory. In this paper, we study the large deviations of the empirical…
Berry-Esseen-type bounds for total variation and relative entropy distances to the normal law are established for the sums of non-i.i.d. random variables.
The standard central limit theorem plays a fundamental role in Boltzmann-Gibbs statistical mechanics. This important physical theory has been generalized \cite{Tsallis1988} in 1988 by using the entropy $S_q = \frac{1-\sum_i p_i^q}{q-1}$…
We consider a Bayesian problem of estimating of probability of success in a series of conditionally independent trials with binary outcomes. We study the asymptotic behaviour of differential entropy for posterior probability density…
The specific relative entropy, introduced by N. Gantert, allows to quantify the discrepancy between the laws of potentially mutually singular measures. It appears naturally as the large deviations rate function in a randomized version of…
Numerical experiments support the interesting conjecture that statistical methods be applicable not only to fully-chaotic systems, but also at the edge of chaos by using Tsallis' generalizations of the standard exponential and entropy. In…
The phenomenon of entropy concentration provides strong support for the maximum entropy method, MaxEnt, for inferring a probability vector from information in the form of constraints. Here we extend this phenomenon, in a discrete setting,…
We study some sufficient conditions imposed on the sequence of martingale differences (m.d.) in the separable Banach spaces of continuous functions defined on the metric compact set for the Central Limit Theorem in this space. We taking…
We establish a lower bound on the entropy of weighted sums of (possibly dependent) random variables $(X_1, X_2, \dots, X_n)$ possessing a symmetric joint distribution. Our lower bound is in terms of the joint entropy of $(X_1, X_2, \dots,…
The time decay of fully discrete finite-volume approximations of porous-medium and fast-diffusion equations with Neumann or periodic boundary conditions is proved in the entropy sense. The algebraic or exponential decay rates are computed…
We investigate the R\'enyi entropy of independent sums of integer valued random variables through Fourier theoretic means, and give sharp comparisons between the variance and the R\'enyi entropy, for Poisson-Bernoulli variables. As…
In this paper we apply the entropy principle to the relativistic version of the differential equations describing a standard fluid flow, that is, the equations for mass, momentum, and a system for the energy matrix. These are the second…
Convergence to stable laws in relative entropy is established for sums of i.i.d. random variables.
The paper that is commented by Touchette contains a computational study which opens the door to a desirable generalization of the standard large deviation theory (applicable to a set of $N$ nearly independent random variables) to systems…
We derive a central limit theorem for the probability distribution of the sum of many critically correlated random variables. The theorem characterizes a variety of different processes sharing the same asymptotic form of anomalous scaling…
We study vectors chosen at random from a compact convex polytope in $\mathbb{R}^n$ given by a finite number of linear constraints. We determine which projections of these random vectors are asymptotically normal as $n\to\infty$. Marginal…
We consider Canonical Gibbsian ensembles of Euler point vortices on the 2-dimensional torus or in a bounded domain of R 2 . We prove that under the Central Limit scaling of vortices intensities, and provided that the system has zero global…
In this paper, we study the superconvergence phenomenon in the free central limit theorem for identically distributed, unbounded summands. We prove not only the uniform convergence of the densities to the semicircular density but also their…