Related papers: Entropy and the Discrete Central Limit Theorem

A central limit theorem is proved for some strictly stationary sequences of random variables that satisfy certain mixing conditions and are subjected to the "shrinking operators" $U_r(x):=[\max\{|x|-r,0\}]\cdot x/|x|,\ r \ge 0$. For…

We extend Bobkov and Chistyakov's (2015) upper bounds on concentration functions of sums of independent random variables to a multivariate entropic setting. The approach is based on pointwise estimates on densities of sums of independent…

This paper enhances the result of the work [G. Kozma, B. T\'oth, Ann. Probab. vol. 45 (2017) 4307-4347] . We prove the central limit theorem (in probability w.r.t. the environment) for the displacement of a random walker in divergence-free…

We consider a symmetric random walk on the $\nu$-dimensional lattice, whose exit probability from the origin is modified by an antisymmetric perturbation and prove the local central limit theorem for this process. A short-range correction…

We examine the recently introduced NSB estimator of entropies of severely undersampled discrete variables and devise a procedure for calculating the involved integrals. We discover that the output of the estimator has a well defined limit…

Stochastic dynamical systems consisting of non-invertible continuous maps on an interval are studied. It is proved that if they satisfy the recently introduced so-called $\mu$-injectivity and some mild assumptions, then proximality,…

Dependence among marginally constrained observations can break a finite-sample barrier. To formalize this phenomenon, we introduce the \emph{minimum list entropy coupling} $H(P\|Q_1,\dots,Q_m)$, the minimum conditional entropy…

It is argued that black holes and the limit distributions of probability theory share several properties when their entropy and information content are compared. In particular the no-hair theorem, the entropy maximization and holographic…

In this article we generalize the classical Edgeworth expansion for the probability density function (PDF) of sums of a finite number of symmetric independent identically distributed random variables with a finite variance to sums of…

The fundamental inequality of Guivarc'h relates the entropy and the drift of random walks on groups. It is strict if and only if the random walk does not behave like the uniform measure on balls. We prove that, in any nonelementary…

Consider a state of a system with several subsystems. The entropies of the reduced state on different subsystems obey certain inequalities, provided there is an equivalence relation, and a function measuring volumes or weights of…

A distributional route to Gaussianity, associated with the concept of Conservative Mixing Transformations in ensembles of random vector-valued variables, is proposed. This route is completely different from the additive mechanism…

It is known that the entropy of a block of spins of size $L$ embedded in an infinite pure critical spin chain diverges as the logarithm of $L$ with a prefactor fixed by the central charge of the corresponding conformal field theory. For a…

Central limit theorems for random walks in quenched random environments have attracted plenty of attention in the past years. More recently still, finer local limit theorems -- yielding a Gaussian density multiplied by a highly oscillatory…

Experimental and theoretical results about entropy limits for macroscopic and single-particle systems are reviewed. It is clarified when it is possible to speak about a quantum of entropy, given by the Boltzmann constant k, and about a…

We formulate and establish the central limit theorem for products of i.i.d. random variables on arbitrary simply connected nilpotent Lie groups, allowing a possible bias. Two new phenomena arise in the presence of a bias: (a) the walk…

Let $(Y_n)_n$ be a sequence of $\mathbb{R}^d$-valued random variables. Suppose that the generating function \[f(x, z) = \sum_{n = 0}^\infty \varphi_{Y_n}(x) z^n,\] where $\varphi_{Y_n}$ is the characteristic function of $Y_n$, extends to a…

As a part of the construction of an information theory based on general probabilistic theories, we propose and investigate the several distinguishability measures and "entropies" in general probabilistic theories. As their applications,…

The classical problem of maximizing the Shannon entropy of a sum of independent random variables supported on a finite alphabet is considered and settled in the ternary case. Namely, the following theorem is established: if…

We study the central limit theorem in the non-normal domain of attraction to symmetric $\alpha$-stable laws for $0<\alpha\leq2$. We show that for i.i.d. random variables $X_i$, the convergence rate in $L^\infty$ of both the densities and…