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We establish the first known upper bound on the exact and Wyner's common information of $n$ continuous random variables in terms of the dual total correlation between them (which is a generalization of mutual information). In particular, we…

Information Theory · Computer Science 2018-12-11 Cheuk Ting Li , Abbas El Gamal

Given two absolutely continuous nonnegative independent random variables, we define the reversed relevation transform as dual to the relevation transform. We first apply such transforms to the lifetimes of the components of parallel and…

Probability · Mathematics 2016-06-07 Antonio Di Crescenzo , Abdolsaeed Toomaj

We present an extension of the famous Littlewood-Offord problem when Bernoulli distributions are replaced with discrete log-concave distributions. A variant of the Littlewood-Offord problem for arithmetic progressions, as well as an…

Probability · Mathematics 2026-02-19 Arnaud Marsiglietti , James Melbourne

This note extends the modulated entropy and free energy methods for proving mean-field limits/propagation of chaos to the whole space without any confining potential, in contrast to previous work limited to the torus or requiring…

Analysis of PDEs · Mathematics 2024-02-22 Matthew Rosenzweig , Sylvia Serfaty

We prove the following exponential inequality: Let $n\geq 1$ and let $X_1,...,X_n$ be $n$ independent identically distributed symmetric real-valued random variables. For any $x,y>0$, we have \[\mathbb{P}\big({X_1+...+X_n}\geq x,\,…

Probability · Mathematics 2014-10-21 Raphaël Cerf , Matthias Gorny

Lower bounds for the R\'enyi entropies of sums of independent random variables taking values in cyclic groups of prime order under permutations are established. The main ingredients of our approach are extended rearrangement inequalities in…

Combinatorics · Mathematics 2021-10-20 Mokshay Madiman , Liyao Wang , Jae Oh Woo

Two-sided bounds are explored for concentration functions and R\'enyi entropies in the class of discrete log-concave probability distributions. They are used to derive certain variants of the entropy power inequalities.

Probability · Mathematics 2021-04-27 Sergey G. Bobkov , Arnaud Marsiglietti , James Melbourne

We analyze the role played by $n$-convexity for the fulfillment of a series of linear functional inequalities that extend the Hornich-Hlawka functional inequality, $f\left( x\right) +f\left( y\right) +f\left( z\right) +f\left( x+y+z\right)…

Functional Analysis · Mathematics 2023-01-23 Constantin P. Niculescu , Suvrit Sra

This paper considers the problem of estimating probabilities of the form $\mathbb{P}(Y \leq w)$, for a given value of $w$, in the situation that a sample of i.i.d.\ observations $X_1, \ldots, X_n$ of $X$ is available, and where we…

Methodology · Statistics 2016-02-01 Arnoud V. den Boer , Michel Mandjes

Motivated by the entropy computations relevant to the evaluation of decrease in entropy in bit reset operations, the authors investigate the deficit in an entropic inequality involving two independent random variables, one continuous and…

Information Theory · Computer Science 2018-09-21 James Melbourne , Saurav Talukdar , Shreyas Bhaban , Murti V. Salapaka

We will prove a reverse Rogers-Shephard inequality for log-concave functions. In some particular cases, the method used for general log-concave functions can be slightly improved, allowing us to prove volume estimates for polars of…

Metric Geometry · Mathematics 2017-05-18 David Alonso-Gutiérrez

HWI inequalities are interpolation inequalities relating entropy, Fisher information and optimal transport distances. We adapt an argument of Y. Wu for proving the Gaussian HWI inequality via a coupling argument to the discrete setting,…

Probability · Mathematics 2023-12-05 Thomas A. Courtade , Max Fathi

We study the $p$-R\'{e}nyi entropy power inequality with a weight factor $t$ on two independent continuous random variables $X$ and $Y$. The extension essentially relies on a modulation on the sharp Young's inequality due to Bobkov and…

Quantum Physics · Physics 2023-11-28 Junseo Lee , Hyeonjun Yeo , Kabgyun Jeong

This paper gives improved R\'{e}nyi entropy power inequalities (R-EPIs). Consider a sum $S_n = \sum_{k=1}^n X_k$ of $n$ independent continuous random vectors taking values on $\mathbb{R}^d$, and let $\alpha \in [1, \infty]$. An R-EPI…

Information Theory · Computer Science 2016-07-21 Eshed Ram , Igal Sason

Quantities computed by minimal cuts, such as entanglement entropies achievable by the Ryu-Takayanagi proposal in the AdS/CFT correspondence, are constrained by linear inequalities. We prove a previously conjectured property of all such…

High Energy Physics - Theory · Physics 2026-02-10 Bartlomiej Czech , Yichen Feng , Xianlai Wu , Minjun Xie

In this paper, we consider the log-concave ensemble of random matrices, a class of covariance-type matrices $XX^*$ with isotropic log-concave $X$-columns. A main example is the covariance estimator of the uniform measure on isotropic convex…

Probability · Mathematics 2022-12-23 Zhigang Bao , Xiaocong Xu

New families of Fisher information and entropy power inequalities for sums of independent random variables are presented. These inequalities relate the information in the sum of $n$ independent random variables to the information contained…

Information Theory · Computer Science 2024-05-07 Mokshay Madiman , Andrew Barron

We extend Bobkov and Chistyakov's (2015) upper bounds on concentration functions of sums of independent random variables to a multivariate entropic setting. The approach is based on pointwise estimates on densities of sums of independent…

Probability · Mathematics 2026-03-05 James Melbourne , Tomasz Tkocz , Katarzyna Wyczesany

We consider the class of inverse probability weight (IPW) estimators, including the popular Horvitz-Thompson and Hajek estimators used routinely in survey sampling, causal inference and evidence estimation for Bayesian computation. We focus…

Methodology · Statistics 2025-04-15 Jyotishka Datta , Nicholas Polson

In this paper, using inverse integral transforms, we derive the exact distribution of the random variable $X$ that is involved in the ratio $Z \stackrel{d}{=} X/(X+Y)$ where $X$ and $Y$ are independent random variables having the same…

Probability · Mathematics 2023-07-14 Roberto Vila , Narayanaswamy Balakrishnan , Marcelo Bourguignon