Related papers: A note on maximal conditional entropy on Lebesgue …

This paper provides a complete proof of Simon-Lukic conjecture for orthogonal polynomials on the unit circle. For a probability measure $d\mu = w(\theta) \frac{d\theta}{2\pi} + d\mu_s$ with Verblunsky coefficients…

Maximum entropy distributions with discrete support in $m$ dimensions arise in machine learning, statistics, information theory, and theoretical computer science. While structural and computational properties of max-entropy distributions…

In a previous paper, we proved that for any submartingale $(X_t)_{t \geq 0}$ of class $(\Sigma)$, defined on a filtered probability space $(\Omega, \mathcal{F}, \mathbb{P}, (\mathcal{F}_t)_{t \geq 0})$, which satisfies some technical…

Let $L$ be a convex cone of real random variables on the probability space $(\Omega,\mathcal{A},P_0)$. The existence of a probability $P$ on $\mathcal{A}$ such that $$ P \sim P_0,\quad E_P \abs{X}< \infty\, \text{ and } \, E_P(X) \leq 0\,…

The kinematics and dynamics of deterministic physical systems have been a foundation of our understanding of the world since Galileo and Newton. For real systems, however, uncertainty is largely present via external forces such as friction…

We consider the uncertainty between two pairs of local projective measurements performed on a multipartite system. We show that the optimal bound in any linear uncertainty relation, formulated in terms of the Shannon entropy, is additive.…

A necessary and sufficient condition on a sequence $\{\mathfrak{A}_n\}_{n\in \mathbb{N}}$ of $\sigma$-subalgebras that assures convergence almost every where of conditional expectations is given.

We seek an entropy estimator for discrete distributions with fully empirical accuracy bounds. As stated, this goal is infeasible without some prior assumptions on the distribution. We discover that a certain information moment assumption…

We first develop a theory of conditional expectations for random variables with values in a complete metric space $M$ equipped with a contractive barycentric map $\beta$, and then give convergence theorems for martingales of…

In this article we propose a quantum version of Shannon's conditional entropy. Given two density matrices $\rho$ and $\sigma$ on a finite dimensional Hilbert space and with $S(\rho)=-\tr\rho\ln\rho$ being the usual von Neumann entropy, this…

A common statistical situation concerns inferring an unknown distribution Q(x) from a known distribution P(y), where X (dimension n), and Y (dimension m) have a known functional relationship. Most commonly, n<m, and the task is relatively…

Let $G$ be a sofic group, and let $\Sigma = (\sigma_n)_{n\geq 1}$ be a sofic approximation to it. For a probability-preserving $G$-system, a variant of the sofic entropy relative to $\Sigma$ has recently been defined in terms of sequences…

We present the formalization of Doob's martingale convergence theorems in the mathlib library for the Lean theorem prover. These theorems give conditions under which (sub)martingales converge, almost everywhere or in $L^1$. In order to…

We derive explicit bounds for the average entropy characterizing measurements of a pure quantum state of size $N$ in $L$ orthogonal bases. Lower bounds lead to novel entropic uncertainty relations, while upper bounds allow us to formulate…

This paper is devoted to the prediction problem in extreme value theory. Our main result is an explicit expression of the regular conditional distribution of a max-stable (or max-infinitely divisible) process $\{\eta(t)\}_{t\in T}$ given…

The minimum error entropy (MEE) criterion has been successfully used in fields such as parameter estimation, system identification and the supervised machine learning. There is in general no explicit expression for the optimal MEE estimate…

It is still open whether there exist infinitely many Fermat primes or infinitely many composite Fermat numbers. The same question concerning the Mersenne numbers is also unsolved. Extending some results from [9], we characterizethe the…

We study the sigma-finite measures in the space of vector-valued distributions on the manifold $X$ with Laplace transform $$\Psi(f)=\exp\{-\theta\int_X\ln||f(x)||dx\}, \theta>0.$$ We also consider the weak limit of Haar measures on the…

Let L be a positive line bundle over a projective complex manifold X. Consider the space of holomorphic sections of the tensor power of order p of L. The determinant of a basis of this space, together with some given probability measure on…

Inspired by the work of Borwein and Erdelyi \cite{BE1997JAMS} on generalizations of M\"{u}ntz's theorem, we investigate the properties of the system $\{x^{\lambda_n}\}_{n=1}^{\infty}$ in weighted $L^p (A)$ spaces, for $p\ge 1$, denoted by…