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In this paper, we prove that the Renyi entropy of linearly normalized partial maxima of independent and identically distributed random variables is convergent to the corresponding limit Renyi entropy when the linearly normalized partial…

其他统计学 · 统计学 2014-04-23 Ali Saeb

Max stable laws are limit laws of linearly normalized partial maxima of indepen- dent, identically distributed (iid) random variables (rvs). These are analogous to stable laws which are limit laws of normalized partial sums of iid rvs. In…

统计理论 · 数学 2016-11-25 Sreenivasan Ravi , Ali Saeb

Convergence to stable laws in relative entropy is established for sums of i.i.d. random variables.

概率论 · 数学 2011-04-25 S. G. Bobkov , G. P. Chistyakov , F. Götze

We consider the generalized differential entropy of normalized sums of independent and identically distributed (IID) continuous random variables. We prove that the R\'{e}nyi entropy and Tsallis entropy of order $\alpha\ (\alpha>0)$ of the…

信息论 · 计算机科学 2011-06-20 Hongfei Cui , Jianqiang Sun , Yiming Ding

The Renyi distribution ensuring the maximum of a Renyi entropy is investigated for a particular case of a power--law Hamiltonian. Both Lagrange parameters, $\alpha$ and $\beta$ can be excluded. It is found that $\beta$ does not depend on a…

统计力学 · 物理学 2009-11-10 A. G. Bashkirov

We study maximum-entropy inference for finite-dimensional quantum states under linear moment constraints. Given expectation values of finitely many observables, the feasible set of states is convex but typically non-unique. The…

量子物理 · 物理学 2025-10-27 James Tian

In this paper, following standard arguments, the maximum Renyi entropy problem for the weighted case is analyzed. We verify that under some constrains on weight function, the Student-r and Student-t distributions maximize the weighted Renyi…

信息论 · 计算机科学 2015-10-27 Salimeh Yasaei Sekeh

The equilibrium distributions of probabilities providing maximality of Renyi and Tsallis entropies are rederived. New S-forms of them are found which are normalised with corresponding entropies in contrast to the usual Z-forms normalised…

统计力学 · 物理学 2007-05-23 A. G. Bashkirov

The weak law of large numbers implies that, under mild assumptions on the source, the Renyi entropy per produced symbol converges (in probability) towards the Shannon entropy rate. This paper quantifies the speed of this convergence for…

信息论 · 计算机科学 2017-05-01 Maciej Skorski

For normalized sums $Z_n$ of i.i.d. random variables, we explore necessary and sufficient conditions which guarantee the normal approximation with respect to the R\'enyi divergence of infinite order. In terms of densities $p_n$ of $Z_n$,…

概率论 · 数学 2024-06-21 Sergey G. Bobkov , Friedrich Götze

For a skew normal random sequence, convergence rates of the distribution of its partial maximum to the Gumbel extreme value distribution are derived. The asymptotic expansion of the distribution of the normalized maximum is given under an…

统计方法学 · 统计学 2012-12-06 Xin Liao , Zuoxiang Peng , Saralees Nadarajah , Xiaoqian Wang

We provide an upper bound on the maximal entropy rate at which the entropy of the expected density operator of a given ensemble of two states changes under nonlocal unitary evolution. A large class of entropy measures in considered, which…

数学物理 · 物理学 2022-01-03 Anna Vershynina

The Boltzmann entropy $S^{(B)}$ is true in the case of equal probability of all microstates of a system. In the opposite case it should be averaged over all microstates that gives rise to the Boltzmann--Shannon entropy (BSE). Maximum…

统计力学 · 物理学 2007-05-23 A. G. Bashkirov

We consider the central limit theorem for stable laws in the case of the standardized sum of independent and identically distributed random variables with regular probability density function. By showing decay of different entropy…

概率论 · 数学 2016-10-12 Giuseppe Toscani

Let recall that the term 'k-th extreme' was introduced in a limiting sense. That is, if $X_{r:n}$ denote the r-th order statistic then for fix k, as $n\to\infty$, $X_{n-k+1:n}$ is called the k-th extremes or k-th largest order statistics.…

统计理论 · 数学 2024-07-17 Ali Saeb

We consider the Student-t and Student-r distributions, which maximise Renyi entropy under a covariance condition. We show that they have information-theoretic properties which mirror those of the Gaussian distributions, which maximise…

概率论 · 数学 2010-08-17 Oliver Johnson , Christophe Vignat

In this paper, we examine the Renyi entropy rate of stationary ergodic processes. For a special class of stationary ergodic processes, we prove that the Renyi entropy rate always exists and can be polynomially approximated by its defining…

信息论 · 计算机科学 2022-07-18 Chengyu Wu , Yonglong Li , Li Xu , Guangyue Han

The Renyi entropy with a free Renyi parameter $q$ is the most justified form of information entropy, and the Tsallis entropy may be regarded as a linear approximation to the Renyi entropy when $q\simeq 1$. When $q\to 1$, both entropies go…

统计力学 · 物理学 2007-05-23 Andrei G. Bashkirov

Let $M_n=\max \left(X_1, X_2, \ldots, X_n \right)$ denote the partial maximum of an independent and identically distributed skew-normal random sequence. In this paper, the rate of uniform convergence of skew-normal extremes is derived. It…

概率论 · 数学 2023-02-20 Qian Xiong , Zuoxiang Peng , Saralees Nadarajah

The quantum Renyi relative entropies play a prominent role in quantum information theory, finding applications in characterizing error exponents and strong converse exponents for quantum hypothesis testing and quantum communication theory.…

量子物理 · 物理学 2018-07-26 Kaushik P. Seshadreesan , Ludovico Lami , Mark M. Wilde
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