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We develop a theory of optimal transport for stationary random measures with a focus on stationary point processes and construct a family of distances on the set of stationary random measures. These induce a natural notion of interpolation…

Probability · Mathematics 2024-02-02 Matthias Erbar , Martin Huesmann , Jonas Jalowy , Bastian Müller

For discrete-time stochastic processes, there is a close connection between return/waiting times and entropy. Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one…

Probability · Mathematics 2007-05-23 Jean-Rene Chazottes , Cristian Giardina , Frank Redig

New upper bounds on the relative entropy are derived as a function of the total variation distance. One bound refines an inequality by Verd\'{u} for general probability measures. A second bound improves the tightness of an inequality by…

Information Theory · Computer Science 2015-04-14 Igal Sason

Seifert derived an exact fluctuation relation for diffusion processes using the concept of "stochastic system entropy". In this note we extend his formalism to entropic transport. We introduce the notion of relative stochastic entropy, or…

Statistical Mechanics · Physics 2012-11-30 Matteo Smerlak

We introduce an axiomatic approach to entropies and relative entropies that relies only on minimal information-theoretic axioms, namely monotonicity under mixing and data-processing as well as additivity for product distributions. We find…

Information Theory · Computer Science 2021-09-22 Gilad Gour , Marco Tomamichel

Quantitative estimates are derived, on the whole space, for the relative entropy between the joint law of random interacting particles and the tensorized law at the limiting systeme. The developed method combines the relative entropy method…

Probability · Mathematics 2024-01-18 Paul Nikolaev , David J. Prömel

This paper derives new bounds on the difference of the entropies of two discrete random variables in terms of the local and total variation distances between their probability mass functions. The derivation of the bounds relies on maximal…

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

We consider entanglement measures in 2-2 scattering in quantum field theories, focusing on relative entropy which distinguishes two different density matrices. Relative entropy is investigated in several cases which include $\phi^4$ theory,…

High Energy Physics - Theory · Physics 2020-12-04 Anjishnu Bose , Parthiv Haldar , Aninda Sinha , Pritish Sinha , Shaswat S Tiwari

Although an intimate relation between entropy and diffusion has been advocated for many years and even seems to have been verified in theory and experiments, a quantitatively reliable study, and any derivation of an algebraic relation…

Statistical Mechanics · Physics 2020-07-22 Subhajit Acharya , Biman Bagchi

Relative entropy is a powerful measure of the dissimilarity between two statistical field theories in the continuum. In this work, we study the relative entropy between Gaussian scalar field theories in a finite volume with different masses…

Statistical Mechanics · Physics 2025-01-28 Markus Schröfl , Stefan Floerchinger

For a family of stochastic differential equations, we investigate the asymptotic behaviors of its corresponding Picard's iteration, establishing convergence results in terms of relative entropy. Our convergence results complement the…

Probability · Mathematics 2018-10-16 Tsz Hin Ng , Guangyue Han

The dissipation of general convex entropies for continuous time Markov processes can be described in terms of backward martingales with respect to the tail filtration. The relative entropy is the expected value of a backward submartingale.…

Probability · Mathematics 2015-01-27 Joaquin Fontbona , Benjamin Jourdain

We show that the naive application of the maximum entropy principle can yield answers which depend on the level of description, i.e. the result is not invariant under coarse-graining. We demonstrate that the correct approach, even for…

Statistical Mechanics · Physics 2007-05-23 Jayanth Banavar , Amos Maritan

We review old and recent finite de Finetti theorems in total variation distance and in relative entropy, and we highlight their connections with bounds on the difference between sampling with and without replacement. We also establish two…

Probability · Mathematics 2024-07-19 Lampros Gavalakis , Oliver Johnson , Ioannis Kontoyiannis

We introduce variants of relative entropy of entanglement based on the optimal distinguishability from unentangled states by means of restricted measurements. In this way, we are able to prove that the standard regularized entropy of…

Quantum Physics · Physics 2010-01-29 M. Piani

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

In special relativity the mathematical expressions, defining physical observables as the momentum, the energy etc, emerge as one parameter (light speed) continuous deformations of the corresponding ones of the classical physics. Here, we…

High Energy Physics - Theory · Physics 2009-11-11 G. Kaniadakis

We define a new divergence of von Neumann algebras using a variational expression that is similar in nature to Kosaki's formula for the relative entropy. Our divergence satisfies the usual desirable properties, upper bounds the sandwiched…

Quantum Physics · Physics 2021-11-17 Stefan Hollands

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using the Taylor expansion, is…

Probability · Mathematics 2020-08-03 Yoichi Nishiyama

We develop first-principles theory of relativistic fluid turbulence at high Reynolds and P\'eclet numbers. We follow an exact approach pioneered by Onsager, which we explain as a non-perturbative application of the principle of…

Fluid Dynamics · Physics 2018-02-21 Gregory L. Eyink , Theodore D. Drivas