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A strengthened version of the central limit theorem for discrete random variables is established, relying only on information-theoretic tools and elementary arguments. It is shown that the relative entropy between the standardised sum of…

Probability · Mathematics 2021-06-02 Lampros Gavalakis , Ioannis Kontoyiannis

In the present paper, we consider the plug-in estimator of Shannon's entropy defined on a finite alphabet which is assumed to dynamically vary as the sample size increases. The asymptotic behaviors for the plug-in estimator, such as,…

Probability · Mathematics 2024-10-01 Zhenhong Yu , Yu Miao

Building on the recent work of Johnson (2007) and Yu (2008), we prove that entropy is a concave function with respect to the thinning operation T_a. That is, if X and Y are independent random variables on Z_+ with ultra-log-concave…

Information Theory · Computer Science 2009-09-24 Yaming Yu , Oliver Johnson

We construct the generalized entropy optimized by a given arbitrary statistical distribution with a finite linear expectation value of a random quantity of interest. This offers, via the maximum entropy principle, a unified basis for a…

Statistical Mechanics · Physics 2009-11-07 Sumiyoshi Abe

We prove a variety of new and refined uniform continuity bounds for entropies of both classical random variables on an infinite state space and of quantum states of infinite-dimensional systems. We obtain the first tight continuity estimate…

Quantum Physics · Physics 2024-11-20 Simon Becker , Nilanjana Datta , Michael G. Jabbour

We present a detailed derivation of some estimators of Shannon entropy for discrete distributions. They hold for finite samples of N points distributed into M "boxes", with N and M -> oo, but N/M < oo. In the high sampling regime (<< 1…

Data Analysis, Statistics and Probability · Physics 2011-11-09 P. Grassberger

In arXiv:1801.01238 a variation of Bowen's topological entropy that can be applied to the study of discontinuous semiflows on compact metric spaces was introduced. The main novetly is the use of certain family of pseudosemimetrics…

Dynamical Systems · Mathematics 2019-09-24 Nelda Jaque , Bernardo San Martín

We introduce the (private) entropy of a directed graph (in a new network coding sense) as well as a number of related concepts. We show that the entropy of a directed graph is identical to its guessing number and can be bounded from below…

Combinatorics · Mathematics 2007-11-28 Soren Riis

This study introduces the syntropy function ($S_N$) and expectancy function ($E_N$), derived from the novel function $\phi$, to provide a refined perspective on complexity, extending beyond conventional entropy analysis. $S_N$ is designed…

Statistical Mechanics · Physics 2024-03-21 Santiago Mendez-Moreno

The Shannon entropy is a fundamental measure for quantifying diversity and model complexity in fields such as information theory, ecology, and genetics. However, many existing studies assume that the number of species is known, an…

Methodology · Statistics 2026-02-23 Takato Hashino , Koji Tsukuda

Topological entropy is a widely studied indicator of chaos in topological dynamics. Here we give a generalized definition of topological entropy which may be applied to set-valued functions. We demonstrate that some of the well-known…

Dynamical Systems · Mathematics 2015-09-29 James Kelly , Tim Tennant

We revisit the well-studied problem of estimating the Shannon entropy of a probability distribution, now given access to a probability-revealing conditional sampling oracle. In this model, the oracle takes as input the representation of a…

Cryptography and Security · Computer Science 2022-06-03 Priyanka Golia , Brendan Juba , Kuldeep S. Meel

Entropies must correspond to mean values for them to be measurable. The Shannon entropy corresponds to the weighted arithmetic mean, whereas the Renyi entropy corresponds to the exponential mean. These means refer to code lengths, which are…

Statistical Mechanics · Physics 2011-10-25 B. H. Lavenda

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

Entropy has been a common index to quantify the complexity of time series in a variety of fields. Here, we introduce increment entropy to measure the complexity of time series in which each increment is mapped into a word of two letters,…

Data Analysis, Statistics and Probability · Physics 2016-01-20 Xiaofeng Liu , Aimin Jiang , Ning Xu , Jianru Xue

Permutation entropy quantifies the diversity of possible orderings of the values a random or deterministic system can take, as Shannon entropy quantifies the diversity of values. We show that the metric and permutation entropy…

Chaotic Dynamics · Physics 2016-08-16 Jose M. Amigo , Matthew B. Kennel , Ljupco Kocarev

In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…

Statistics Theory · Mathematics 2025-10-07 Henrik Kaiser

The behavior of the Kozachenko - Leonenko estimates for the (differential) Shannon entropy is studied when the number of i.i.d. vector-valued observations tends to infinity. The asymptotic unbiasedness and L^2-consistency of the estimates…

Statistics Theory · Mathematics 2018-01-09 Alexander Bulinski , Denis Dimitrov

The increased uncertainty and complexity of nonlinear systems have motivated investigators to consider generalized approaches to defining an entropy function. New insights are achieved by defining the average uncertainty in the probability…

Statistics Theory · Mathematics 2025-11-25 Kenric P. Nelson , Sabir Umarov , Mark A. Kon

Gamma distributions, which contain the exponential as a special case, have a distinguished place in the representation of near-Poisson randomness for statistical processes; typically, they represent distributions of spacings between events…

Mathematical Physics · Physics 2009-05-22 C. T. J. Dodson