Related papers: Entropy method for the left tail
We show how to improve the semicontinuity bounds in [1] by optimizing the proof of the basic technical lemma. In this optimization we apply the modified version of the trick used in the resent article [2]. The most important applications…
Forecast combination has been proven to be a very important technique to obtain accurate predictions. In many applications, forecast errors exhibit heavy tail behaviors for various reasons. Unfortunately, to our knowledge, little has been…
Entropy is a measure of heterogeneity widely used in applied sciences, often when data are collected over space. Recently, a number of approaches has been proposed to include spatial information in entropy. The aim of entropy is to…
We obtain decay rates of probabilities of tails of polynomials in several independent random variables with heavy tails and derive stable limit theorems for nonconventional sums of such polynomials
Let F be a distribution function with negative mean and regularly varying right tail. Under a mild smoothness condition we derive higher order asymptotic expansions for the tail distribution of the maxima of the random walk generated by F.…
This paper presents two results concerning uniform confidence intervals for the tail index and the extreme quantile. First, we show that it is impossible to construct a length-optimal confidence interval satisfying the correct uniform…
For deterministic continuous time nonlinear control systems, epsilon-practical stabilization entropy and practical stabilization entropy are introduced. Here the rate of attraction is specified by a KL-function. Upper and lower bounds for…
In this note, we use entanglement entropy as a tool to explore the universal properties of CFTs dual to extremal BTZ black holes. We demonstrate that the entanglement entropies computed in the CFTs at the boundary of the extremal BTZ and…
We derive upper and lower bounds for the upper and lower tails of the O'Connell-Yor polymer of the correct order of magnitude via probabilistic and geometric techniques in the moderate deviations regime. The inputs of our work are an…
We develop entropy and variance results for the product of independent identically distributed random variables on Lie groups. Our results apply to the study of stationary measures in various contexts.
Without pretending to any rigour, we find a general expression of the electrostatic self-energy in static black holes with spherical symmetry. We determine the entropy bound of a charged object by assuming the existence of thermodynamics…
In this paper a result of Latala about the tail behavior of Gaussian polynomials will be discussed. Latala proved an interesting result about this problem in paper [2]. But his proof applied an incorrect statement at a crucial point. Hence…
We reconsider the ellipsoid method for linear inequalities. Using the ellipsoid representation of Burrell and Todd, we show the method can be viewed as coordinate descent on the volume of an enclosing ellipsoid, or on a potential function,…
We conjecture a universal upper bound to the entropy of a rotating system. The entropy bound follows from application of the generalized second law of thermodynamics to an idealized gedanken experiment in which an entropy-bearing rotating…
A method for constructing evolution equations admitting a master symmetry is proposed. Several examples illustrating the method are presented. It is also noted that for certain evolution equations master symmetries can be useful for…
This article proposes a new method of truncated estimation to estimate the tail index $\alpha$ of the extremely heavy-tailed distribution with infinite mean or variance. We not only present two truncated estimators $\hat{\alpha}$ and…
This paper presents new probability inequalities for sums of independent, random, self-adjoint matrices. These results place simple and easily verifiable hypotheses on the summands, and they deliver strong conclusions about the…
We show on complete metric spaces a polynomial tail decay for stationary measures of contracting on average generating measures.
We give the tight bounds of Tsallis relative operator entropy by using Hermite-Hadamard's inequality. Some reverse inequalities related to Young inequalities are also given. In addition, operator inequalities for normalized positive linear…
We derive two-sided bounds for moments and tails of random quadratic forms (random chaoses of order $2$), generated by independent symmetric random variables such that $\lVert X \rVert_{2p} \leq \alpha \lVert X \rVert_p$ for any $p\geq 1$…