Related papers: Entropies of sums of independent gamma random vari…
Suppose we are given the free product V of a finite family of finite or countable sets. We consider a transient random walk on the free product arising naturally from a convex combination of random walks on the free factors. We prove the…
Entropy estimation, due in part to its connection with mutual information, has seen considerable use in the study of time series data including causality detection and information flow. In many cases, the entropy is estimated using…
Convergence to stable laws in relative entropy is established for sums of i.i.d. random variables.
We prove extensions of classical concentration inequalities for random variables which have $\alpha$-subexponential tail decay for any $\alpha \in (0,2]$. This includes Hanson--Wright type and convex concentration inequalities. We also…
Numerous entropy-type characteristics (functionals) generalizing R\'enyi entropy are widely used in mathematical statistics, physics, information theory, and signal processing for characterizing uncertainty in probability distributions and…
We develop the notion of discrete degrees of freedom of a log-concave sequence and use it to prove that geometric distribution minimises R\'enyi entropy of order infinity under fixed variance, among all discrete log-concave random variables…
We prove the following type of discrete entropy monotonicity for sums of isotropic, log-concave, independent and identically distributed random vectors $X_1,\dots,X_{n+1}$ on $\mathbb{Z}^d$: $$ H(X_1+\cdots+X_{n+1}) \geq H(X_1+\cdots+X_{n})…
We develop a quantitative large deviations theory for random hypergraphs, which rests on tensor decomposition and counting lemmas under a novel family of cut-type norms. As our main application, we obtain sharp asymptotics for joint upper…
Upper and lower bounds are obtained for the joint entropy of a collection of random variables in terms of an arbitrary collection of subset joint entropies. These inequalities generalize Shannon's chain rule for entropy as well as…
This is the first part in a series in which sofic entropy theory is generalized to class-bijective extensions of sofic groupoids. Here we define topological and measure entropy and prove invariance. We also establish the variational…
The uncertainty relation for continuous variables due to Byalinicki-Birula and Mycielski expresses the complementarity between two $n$-uples of canonically conjugate variables $(x_1,x_2,\cdots x_n)$ and $(p_1,p_2,\cdots p_n)$ in terms of…
Let $C$ and $K$ be centrally symmetric convex bodies of volume $1$ in ${\mathbb R}^n$. We provide upper bounds for the multi-integral expression \begin{equation*}\|{\bf…
The generalized Forchheimer flows are studied for slightly compressible fluids in porous media with time-dependent Dirichlet boundary data for the pressure. No restrictions on the degree of the Forchheimer polynomial are imposed. We derive,…
In this paper, we consider the nonasymptotic sequential estimation of means of random variables bounded in between zero and one. We have rigorously demonstrated that, in order to guarantee prescribed relative precision and confidence level,…
In this manuscript we discuss the effectiveness of the Kozachenko-Leonenko entropy estimator when generalised to cope with entropic forms customarily applied to study systems evincing asymptotic scale invariance and dependence (either…
We prove some new results and unify the proofs of old ones involving complete monotonicity of expressions involving gamma and $q$-gamma functions, $0 < q < 1$. Each of these results implies the infinite divisibility of a related probability…
We compute exact asymptotic of the statistical density of random matrices belonging to invariant random matrices ensemble (RMT) orthogonal, unitary and symplectic ensembles, where all its eigenvalues lie within the interval $[\sigma,…
A method is presented for computing the R\'enyi entropy of a perturbed massless vacuum on the ball via a comparison with lattice field theory. If the perturbed state is Gaussian with smoothly varying correlation functions and the…
Systems with a long-term stationary state that possess as a spatio-temporally fluctuation quantity $\beta$ can be described by a superposition of several statistics, a "super statistics". We consider first, the Gamma, log-normal and…
In order to physically enlighten the relationship between {\it $q$--independence} and {\it scale-invariance}, we introduce three types of asymptotically scale-invariant probabilistic models with binary random variables, namely (i) a family,…