Related papers: A note on maximal conditional entropy on Lebesgue …
The pervasive presence spatial and size structure in biological populations challenges fundamental assumptions at the heart of continuum models of population dynamics based on mean densities (local or global) only. Individual-based models…
In this article, we introduce a conditional marginal model for longitudinal data, in which the residuals form a martingale difference sequence. This model allows us to consider a rich class of estimating equations, which contains several…
A broad set of sufficient conditions that guarantees the existence of the maximum entropy (maxent) distribution consistent with specified bounds on certain generalized moments is derived. Most results in the literature are either focused on…
Even if a probability distribution is properly normalizable, its associated Shannon (or von Neumann) entropy can easily be infinite. We carefully analyze conditions under which this phenomenon can occur. Roughly speaking, this happens when…
Although numerical simulation in lattice field theory is one of the most effective tools to study non-perturbative properties of field theories, it faces serious obstacles coming from the sign problem in some theories such as finite density…
We give a sharp sufficient condition on the distribution function, $|\{x\in \Omega :\,p(x)\leq 1+\lambda\}|$, $\lambda>0$, of the exponent function $p(\cdot): \Omega \to [1,\infty)$ that implies the embedding of the variable Lebesgue space…
The classical problem of maximizing the Shannon entropy of a sum of independent random variables supported on a finite alphabet is considered and settled in the ternary case. Namely, the following theorem is established: if…
We find a countable partition $P$ on\textbf{} a Lebesgue space, labeled $\{1,2,3...$\}, for any non-periodic measure preserving transformation $T$ such that $P$ generates $T$ and for the $T,P$ process, if you see an $n$ on time -1 then you…
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…
On a probability space $(\Omega,\mathcal{A},\mathbb{Q})$ we consider two filtrations $\mathbb{F}\subset \mathbb{G}$ and a $\mathbb{G}$ stopping time $\theta$ such that the $\mathbb{G}$ predictable processes coincide with $\mathbb{F}$…
The article considers the Lorentz space $L_{p,\tau}(\mathbb{T}^{m})$, $2\pi$ of periodic functions of many variables and $S_{p,\tau,\theta}^{0, \overline{b}}\mathbf{B}$, $S_{p, \tau, \theta}^{0, \overline{b}}B$ -- spaces of functions with…
Let $(\Omega, \A, \mu)$ be a Lebesgue space and $T$ an ergodic measure preserving automorphism on $\Omega$ with positive entropy. We show that there is a bounded and strictly stationary martingale difference sequence defined on $\Omega$…
Let $Q$ denote the space of signed measures on the Borel $\sigma$-algebra of a separable complete space $X$. We endow $Q$ with the norm $\|q\|=\sup|\int\phi dq|$, where the supremum is taken over all Lipschitz with constant 1 functions…
In this work, the space of admissible entropy functions for the compressible multicomponent Euler equations is explored, following up on [Harten, \textit{J. Comput. Phys.}, 49 (1), 1983, pp. 151-164]. This effort allows us to prove a…
Entropic uncertainty relations place nontrivial lower bounds to the sum of Shannon information entropies for noncommuting observables. Here we obtain a novel lower bound on the entropy sum for general pairs of observables in…
We prove a martingale-coboundary representation for random fields with a completely commuting filtration. For random variables in L2 we present a necessary and sufficient condition which is a generalization of Heyde's condition for one…
In a fully general setting, we study the relation between martingale spaces under two locally absolutely continuous probabilities and prove that the martingale representation property (MRP) is always stable under locally absolutely…
Under a mild condition we give closed-form expressions for copulas of systems that consist of maxima and of minima of subvectors of a given random vector $X$ with continuous marginals. Said expressions appear explicit in the copula of $X$…
The Principle of Insufficient Reason (PIR) assigns equal probabilities to each alternative of a random experiment whenever there is no reason to prefer one over the other. The Maximum Entropy Principle (MaxEnt) generalizes PIR to the case…
We study Rado functionals and the maximal condition (first introduced by J. M. Barret et al.) in terms of the partition regularity of mixed systems of linear equations and inequalities. By strengthening the maximal Rado condition, we…