English
Related papers

Related papers: Entropies of sums of independent gamma random vari…

200 papers

We study the rigidity of the volume entropy for weighted word metrics on hyperbolic groups, building on a recent convexity result due to Cantrell-Tanaka. Using ideas from small cancellation theory, we give conditions under which a…

Group Theory · Mathematics 2025-05-30 Dongming Hua

A new upper bound on the relative entropy is derived as a function of the total variation distance for probability measures defined on a common finite alphabet. The bound improves a previously reported bound by Csisz\'ar and Talata. It is…

Information Theory · Computer Science 2015-10-20 Igal Sason , Sergio Verdu

We establish several optimal moment comparison inequalities (Khinchin-type inequalities) for weighted sums of independent identically distributed symmetric discrete random variables which are uniform on sets of consecutive integers.…

Probability · Mathematics 2022-03-15 Alex Havrilla , Tomasz Tkocz

We propose a finite volume stochastic collocation method for the random Euler system. We rigorously prove the convergence of random finite volume solutions under the assumption that the discrete differential quotients remain bounded in…

Numerical Analysis · Mathematics 2026-01-01 Maria Lukacova-Medvidova , Simon Schneider

We give systematic ways of defining monotone quantum relative entropies and (multi-variate) quantum R\'enyi divergences starting from a set of monotone quantum relative entropies. Despite its central importance in information theory, only…

Quantum Physics · Physics 2025-08-12 Milán Mosonyi , Gergely Bunth , Péter Vrana

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…

Information Theory · Computer Science 2015-07-30 Mark Kelbert , Pavel Mozgunov

We develop an information-theoretic approach to study the Kneser--Poulsen conjecture in discrete geometry. This leads us to a broad question regarding whether R\'enyi entropies of independent sums decrease when one of the summands is…

Metric Geometry · Mathematics 2023-09-06 Gautam Aishwarya , Irfan Alam , Dongbin Li , Sergii Myroshnychenko , Oscar Zatarain-Vera

In this paper, we generalize the result on the average volume of random polytopes with vertices following beta distributionsto the case of non-identically distributed vectors. Specifically,we consider the convex hull of independent random…

Probability · Mathematics 2024-07-16 Tatiana Moseeva

This paper re-examines the density for sums of independent exponential, Erlang and gamma random variables. By using a divided difference perspective, the paper provides a unified approach to finding closed-form formulae for such…

Probability · Mathematics 2021-08-10 Edmond Levy

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…

Statistics Theory · Mathematics 2013-03-08 David Källberg , Nikolaj Leonenko , Oleg Seleznjev

In this note a two sided bound on the tail probability of sums of independent, and either symmetric or nonnegative, random variables is obtained. We utilize a recent result by Lata{\l}a on bounds on moments of such sums. We also give a new…

Probability · Mathematics 2007-05-23 Paweł Hitczenko , Stephen Montgomery-Smith

The aim of the paper is to study the link between non additivity of some entropies and their boundedness. We propose an axiomatic construction of the entropy relying on the fact that entropy belongs to a group isomorphic to the usual…

Statistical Mechanics · Physics 2009-11-11 Pierre-Olivier Amblard , Christophe Vignat

In this paper, we provide the R\'enyi entropy and complexity measure for a novel, flexible class of skew-gaussian distributions and their related families, as a characteristic form of the skew-gaussian Shannon entropy. We give closed…

Data Analysis, Statistics and Probability · Physics 2016-05-10 Javier E. Contreras-Reyes

Several proofs of the monotonicity of the non-Gaussianness (divergence with respect to a Gaussian random variable with identical second order statistics) of the sum of n independent and identically distributed (i.i.d.) random variables were…

Information Theory · Computer Science 2007-07-13 Jacob Binia

We introduce the notion of metric entropy for a nonautonomous dynamical system given by a sequence of probability spaces and a sequence of measure-preserving maps between these spaces. This notion generalizes the classical concept of metric…

Dynamical Systems · Mathematics 2016-11-26 Christoph Kawan

We study an entropy measure for quantum systems that generalizes the von Neumann entropy as well as its classical counterpart, the Gibbs or Shannon entropy. The entropy measure is based on hypothesis testing and has an elegant formulation…

Quantum Physics · Physics 2014-02-19 F. Dupuis , L. Kraemer , P. Faist , J. M. Renes , R. Renner

This paper considers the entropy of the sum of (possibly dependent and non-identically distributed) Bernoulli random variables. Upper bounds on the error that follows from an approximation of this entropy by the entropy of a Poisson random…

Information Theory · Computer Science 2016-11-17 Igal Sason

We establish a discrete analog of the R\'enyi entropy comparison due to Bobkov and Madiman. For log-concave variables on the integers, the min entropy is within log e of the usual Shannon entropy. Additionally we investigate the entropic…

Probability · Mathematics 2021-06-01 James Melbourne , Tomasz Tkocz

Entropy-type integral functionals of densities are widely used in mathematical statistics, information theory, and computer science. Examples include measures of closeness between distributions (e.g., density power divergence) and…

Statistics Theory · Mathematics 2013-03-08 David Källberg , Oleg Seleznjev

We introduce asymptotic R\'enyi entropies as a parameterized family of invariants for random walks on groups. These invariants interpolate between various well-studied properties of the random walk, including the growth rate of the group,…

Probability · Mathematics 2024-06-11 Kimberly Golubeva , Minghao Pan , Omer Tamuz