Related papers: On the specific relative entropy between martingal…
In continuous time, the laws of martingales tend to be singular to each other. Notably, N. Gantert introduced the concept of specific relative entropy between real-valued continuous martingales, defined as a scaling limit of…
Defining a divergence between the laws of continuous martingales is a delicate task, owing to the fact that these laws tend to be singular to each other. An important idea, put forward by N. Gantert, is to instead consider a scaling limit…
We introduce a novel notion of divergence between continuous martingales; the reciprocal specific relative entropy. First, we motivate this definition from multiple perspectives. Thereafter, we solve the reciprocal specific relative entropy…
In this paper we apply the entropy principle to the relativistic version of the differential equations describing a standard fluid flow, that is, the equations for mass, momentum, and a system for the energy matrix. These are the second…
This thesis develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish properties of the divergence, and in particular derive and…
This paper develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish properties of the divergence, and in particular derive and…
The thermodynamic maximum principle for the Boltzmann-Gibbs-Shannon (BGS) entropy is reconsidered by combining elements from group and measure theory. Our analysis starts by noting that the BGS entropy is a special case of relative entropy.…
In Newtonian physics, the excitation spectrum of a fluid is the same in all reference frames, up to a trivial shift. In special relativity, this is no longer the case. Relativity of simultaneity causes different inertial observers to…
Heisenberg's uncertainty principle has recently led to general measurement uncertainty relations for quantum systems: incompatible observables can be measured jointly or in sequence only with some unavoidable approximation, which can be…
The time variation of entropy, as an alternative to the variance, is proposed as a measure of the diffusion rate. It is shown that for linear and time-translationally invariant systems having a large-time limit for the density, at large…
We consider relaxation of an isolated system to the equilibrium using detailed balance condition and Onsager's fluctuation approximation. There is a small deviation from the equilibrium in two parameters. For this system, explicit…
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…
We study the temporal dissipation of variance and relative entropy for ergodic Markov Chains in continuous time, and compute explicitly the corresponding dissipation rates. These are identified, as is well known, in the case of the variance…
The variance of (relative) surprisal, also known as varentropy, so far mostly plays a role in information theory as quantifying the leading order corrections to asymptotic i.i.d.~limits. Here, we comprehensively study the use of it to…
In this paper we derive an integral (with respect to time) representation of the relative entropy (or Kullback-Leibler Divergence) between measures mu and P on the space of continuous functions from time 0 to T. The underlying measure P is…
Two new relative entropy quantities, called the min- and max-relative entropies, are introduced and their properties are investigated. The well-known min- and max- entropies, introduced by Renner, are obtained from these. We define a new…
We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…
We show that Frenkel's integral representation of the quantum relative entropy provides a natural framework to derive continuity bounds for quantum information measures. Our main general result is a dimension-independent semi-continuity…
The L\'evy-Lorentz gas describes the motion of a particle on the real line in the presence of a random array of scattering points, whose distances between neighboring points are heavy-tailed i.i.d. random variables with finite mean. The…
Sharp, nonasymptotic bounds are obtained for the relative entropy between the distributions of sampling with and without replacement from an urn with balls of $c\geq 2$ colors. Our bounds are asymptotically tight in certain regimes and,…