Related papers: Entropies of sums of independent gamma random vari…
We develop a unified nonparametric framework for sharp partial identification and inference on inequality indices when the data contain coarsened observations of the variable of interest. We characterize the extremal allocations for all…
We obtain Rosenthal-type inequalities with sharp constants for moments of sums of independent random variables which are mixtures of a fixed distribution. We also identify extremisers in log-concave settings when the moments of summands are…
This paper focuses on inhomogeneous quadratic tests, which involve the sum of a dependent non-central chi-square with a Gaussian random variable. Unfortunately, no closed-form expression is available for the statistical distribution of the…
We consider a finite impulse response system with centered independent sub-Gaussian design covariates and noise components that are not necessarily identically distributed. We derive non-asymptotic near-optimal estimation and prediction…
Building upon the theory of graph limits and the Aldous-Hoover representation and inspired by Panchenko's work on asymptotic Gibbs measures (Annals of Probability 2013), we construct continuous embeddings of discrete probability…
Let $ X_1, \ldots, X_n $ be independent random variables taking values in the alphabet $ \{0, 1, \ldots, r\} $, and $ S_n = \sum_{i = 1}^n X_i $. The Shepp--Olkin theorem states that, in the binary case ($ r = 1 $), the Shannon entropy of $…
The paper extends the analysis of the entropies of the Poisson distribution with parameter $\lambda$. It demonstrates that the Tsallis and Sharma-Mittal entropies exhibit monotonic behavior with respect to $\lambda$, whereas two generalized…
Given a countable sofic group $\Gamma$, a finite alphabet $A$, a subshift $X \subseteq A^\Gamma$, and a potential $\phi: X \to \mathbb{R}$, we give sufficient conditions on $X$ and $\phi$ for expressing, in the uniqueness regime, the sofic…
Shannon and Renyi entropies are quantitative measures of uncertainty in a data set. They are developed by Renyi in the context of entropy theory. These measures have been studied in the case of the multivariate t-distributions. We extend…
In noncommutative probability theory independence can be based on free products instead of tensor products. This yields a highly noncommutative theory: free probability . Here we show that the classical Shannon's entropy power inequality…
The work of this paper is devoted to obtaining strong laws for intermediately trimmed sums of random variables with infinite means. Particularly, we provide conditions under which the intermediately trimmed sums of independent but not…
The "typical" asymptotic behavior of the weighted sums of independent, identically distibuted random vectors in k-dimensional space is considered. It is shown that under finitnes of fifth absolute moment of an individual term the rate of…
The upper bound inequality for variance of weighted sum of correlated random variables is derived according to Cauchy-Schwarz's inequality, while the weights are non-negative with sum of 1. We also give a novel proof with positive…
We extend the Hanel and Thurner asymptotic analysis to both extensive and non-extensive entropies on the basis of a wide class of entropic forms. The procedure is known to be capable to classify multiple entropy measures in terms of their…
The new type of "bumping" of the Muckenhoupt $A_2$ condition on weights is introduced. It is based on bumping the entropy integral of the weights. In particular, one gets (assuming mild regularity conditions on the corresponding Young…
Exact formulas are derived for the probability density functions of the sum and difference of two independent non-central gamma distributed random variables, with both series and integral representations of the density presented. These…
We develop entropy and variance results for the product of independent identically distributed random variables on Lie groups. Our results apply to the study of stationary measures in various contexts.
In this article, we consider limit theorems for some weighted type random sums (or discrete rough integrals). We introduce a general transfer principle from limit theorems for unweighted sums to limit theorems for weighted sums via rough…
Number-phase uncertainty relations are formulated in terms of unified entropies which form a family of two-parametric extensions of the Shannon entropy. For two generalized measurements, unified-entropy uncertainty relations are given in…
It is shown that at least 50% of the probability mass of a sum of independent Rademacher random variables is within one standard deviation from its mean. This lower bound is sharp, it is much better than for instance the bound that can be…