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In this paper, we derive exponential ergodicity in relative entropy for general kinetic SDEs under a partially dissipative condition. It covers non-equilibrium situations where the forces are not of gradient type and the invariant measure…
We consider multidimensional SDEs with singular drift $b$ and Sobolev diffusion coefficients $\sigma$, satisfying Krylov--R\"ockner type assumptions. We prove several stability estimates, comparing solutions driven by different…
Given two continuity equations with density-dependent velocities, we provide a new formula for the Wasserstein distance between the solutions in terms of the difference of velocities evaluated at the same density. The formula is…
In the context of one-dimensional diffusions, we present basic estimates (having the same lower and upper bounds with a factor of 4 only) for four Poincar\'e-type (or Hardy-type) inequalities. The derivation of two estimates have been open…
We present some new nonparametric estimators of entropies and we establish almost sure consistency and central limit Theorems for some of the most important entropies in the discrete case. Our theorical results are validated by simulations.
We generalize the theory of periodic homogenization for multidimensional SDEs with additive Brownian and stable L\'evy noise for $\alpha\in (1,2)$ to the setting of singular periodic Besov drifts of regularity $\beta\in ((2-2\alpha)/3,0)$…
We consider semi-discrete first-order finite difference schemes for a nonlinear degenerate convection-diffusion equations in one space dimension, and prove an L1 error estimate. Precisely, we show that the L1 loc difference between the…
For a broad class of unitary ensembles of random matrices we demonstrate the universal nature of the Janossy densities of eigenvalues near the spectral edge, providing a different formulation of the probability distributions of the limiting…
We calculate and analyze various entropy measures and their properties for selected probability distributions. The entropies considered include Shannon, R\'enyi, generalized R\'enyi, Tsallis, Sharma-Mittal, and modified Shannon entropy,…
The paper search for the minimum of the entropy of a two- dimensional distribution in the Fr\'echet class, the class of distributions with given marginals. The main result for discrete distributions is an algorithm for building the…
Given a sample of independent and identically distributed random variables, a novel nonparametric maximum entropy method is presented to estimate the underlying continuous univariate probability density function (pdf). Estimates are found…
We use the kinetic theory of gases to compute the Kolmogorov-Sinai entropy per particle for a dilute gas in equilibrium. For an equilibrium system, the KS entropy, h_KS is the sum of all of the positive Lyapunov exponents characterizing the…
Retarded stochastic differential equations (SDEs) constitute a large collection of systems arising in various real-life applications. Most of the existing results make crucial use of dissipative conditions. Dealing with "pure delay" systems…
The mean density of a random closed set $\Theta$ in $\R^d$ with Hausdorff dimension $n$ is the Radon-Nikodym derivative of the expected measure $\E[\h^n(\Theta\cap\cdot)]$ induced by $\Theta$ with respect to the usual $d$-dimensional…
The residual multiparticle entropy (RMPE) of a fluid is defined as the difference, $\Delta s$, between the excess entropy per particle (relative to an ideal gas with the same temperature and density), $s_\text{ex}$, and the pair-correlation…
Inferring models, predicting the future, and estimating the entropy rate of discrete-time, discrete-event processes is well-worn ground. However, a much broader class of discrete-event processes operates in continuous-time. Here, we provide…
We compute the quantum Renyi relative entropies in an infinite spinless fermionic chain with a defect. Doing a numerical analysis we will show that the resulting quantity depends non trivially on the effective central charge of the theory.…
Entropy rate is a real valued functional on the space of discrete random sources which lacks a closed formula even for subclasses of sources which have intuitive parameterizations. A good way to overcome this problem is to examine its…
Entropy and differential entropy are important quantities in information theory. A tractable extension to singular random variables-which are neither discrete nor continuous-has not been available so far. Here, we present such an extension…
The equivalence between non-extensive C. Tsallis entropy and the extensive entropy introduced by Alfr\'ed R\'enyi is discussed. The R\'enyi entropy is studied from the perspective of the geometry of the Lebesgue and generalised, exotic…