English
Related papers

Related papers: A reverse entropy power inequality for i.i.d. log-…

200 papers

Fix a modulus $q$. One would expect the number of primes in each invertible residue class mod $q$ to be multinomially distributed, i.e. for each $p \,\mathrm{mod}\, q$ to behave like an independent random variable uniform on…

Number Theory · Mathematics 2025-04-30 Alex Cowan

We compute R\'enyi entropies for a spherical entangling surface in four-dimensional N=4 super-Yang-Mills at strong coupling using the AdS/CFT correspondence. Incorporating the effects of the leading \alpha' corrections to the low energy…

High Energy Physics - Theory · Physics 2015-06-16 Damian A. Galante , Robert C. Myers

We investigate the R\'enyi entropy of independent sums of integer valued random variables through Fourier theoretic means, and give sharp comparisons between the variance and the R\'enyi entropy, for Poisson-Bernoulli variables. As…

Probability · Mathematics 2024-03-19 Mokshay Madiman , James Melbourne , Cyril Roberto

This work studies the location estimation problem for a mixture of two rotation invariant log-concave densities. We demonstrate that Least Squares EM, a variant of the EM algorithm, converges to the true location parameter from a randomly…

Machine Learning · Statistics 2019-06-21 Wei Qian , Yuqian Zhang , Yudong Chen

We propose a new discretization of the mirror-Langevin diffusion and give a crisp proof of its convergence. Our analysis uses relative convexity/smoothness and self-concordance, ideas which originated in convex optimization, together with a…

Statistics Theory · Mathematics 2021-10-26 Kwangjun Ahn , Sinho Chewi

We consider random matrices of the form $H = W + \lambda V$, $\lambda\in\mathbb{R}^+$, where $W$ is a real symmetric or complex Hermitian Wigner matrix of size $N$ and $V$ is a real bounded diagonal random matrix of size $N$ with i.i.d.\…

Probability · Mathematics 2014-01-15 Ji Oon Lee , Kevin Schnelli

We construct intrinsic on-and off-diagonal upper and lower estimates for the transition probability density of a L\'evy process in small time. By intrinsic we mean that such estimates reflect the structure of the characteristic exponent of…

Probability · Mathematics 2013-08-09 Victoria Knopova , Alexei Kulik

In this paper, we obtain a reverse version of the integral Hardy inequality on metric measure space with two negative exponents. Also, as for applications we show the reverse Hardy-Littlewood-Sobolev and the Stein-Weiss inequalities with…

Analysis of PDEs · Mathematics 2022-11-28 Aidyn Kassymov , Michael Ruzhansky , Durvudkhan Suragan

A new sharp inequality featuring the differential R\'enyi entropy, the R\'enyi divergence and the R\'enyi cross-entropy of a pair of probability density functions is established. The equality is reached when one of the probability density…

Information Theory · Computer Science 2026-03-10 Razvan Gabriel Iagar , David Puertas-Centeno

We show that an information-theoretic property of Shannon's entropy power, known as concavity of entropy power, can be fruitfully employed to prove inequalities in sharp form. In particular, the concavity of entropy power implies the…

Information Theory · Computer Science 2012-07-13 Giuseppe Toscani

We introduce the notion of an interpolating path on the set of probability measures on finite graphs. Using this notion, we first prove a displacement convexity property of entropy along such a path and derive Prekopa-Leindler type…

Probability · Mathematics 2012-07-24 Nathaël Gozlan , Cyril Roberto , Paul-Marie Samson , Prasad Tetali

We introduce a generalization of relative entropy derived from the Wigner-Yanase-Dyson entropy and give a simple, self-contained proof that it is convex. Moreover, special cases yield the joint convexity of relative entropy, and for the map…

Quantum Physics · Physics 2015-05-13 Anna Jencova , Mary Beth Ruskai

Let $\{Y_i,-\infty<i<\infty\}$ be a doubly infinite sequence of identically distributed, negatively dependent random variables under sub-linear expectations, $\{a_i,-\infty<i<\infty\}$ be an absolutely summable sequence of real numbers. In…

Probability · Mathematics 2022-07-26 Mingzhou Xu , Kun Cheng , Wangke Yu

The log-periodic equation for the entropy $S = - (k/a) \sum_{i=1}^{N} p_{i} \sin(a \ln p_{i})$, based on the forgotten Sharma-Taneja entropy measure, is studied for the first time with $N$ the total number of system states and $p_{i}$ the…

Data Analysis, Statistics and Probability · Physics 2014-01-21 E. Canessa

We show that under natural growth conditions on the entropy function, convergence in relative entropy is equivalent to $L_p$-convergence. The main tool is the theory of Young measures, in a form that accounts for the formation of…

Analysis of PDEs · Mathematics 2026-04-03 Nuno J. Alves , Jakub Skrzeczkowski , Athanasios E. Tzavaras

In a time-reversal non-invariant system the entropy production, dS/dt, may be negative. Close to the critical point of medium it is positive: larger or smaller as compared with one above critical point depending on whether the transitions…

Condensed Matter · Physics 2007-05-23 S. Malinowski

We study the Monge and Kantorovich transportation problems on $\mathbb{R}^{\infty}$ within the class of exchangeable measures. With the help of the de Finetti decomposition theorem the problem is reduced to an unconstrained optimal…

Probability · Mathematics 2015-12-01 Alexander V. Kolesnikov , Danila A. Zaev

There are currently two main, continuum models of entropy: a 'reversible', Clausius entropy model and an 'irreversible', Onsager-Prigogine entropy model. It is shown that the equations of the 'reversible' and the 'irreversible' entropy…

General Physics · Physics 2024-07-08 Martti Pekkanen

In this paper, we analyze the asymptotics of the normalized remaining uncertainty of a source when a compressed or hashed version of it and correlated side-information is observed. For this system, commonly known as Slepian-Wolf source…

Information Theory · Computer Science 2016-06-01 Vincent Y. F. Tan , Masahito Hayashi

We study and develop multilevel methods for the numerical approximation of a log-concave probability $\pi$ on $\mathbb{R}^d$, based on (over-damped) Langevin diffusion. In the continuity of \cite{art:egeapanloup2021multilevel} concentrated…

Numerical Analysis · Mathematics 2023-01-24 Maxime Egéa