相关论文: Relative tail entropy for random bundle transforma…

The paper deals with the variational principles for evaluation of the spectral radii of transfer and weighted shift operators associated with a dynamical system. These variational principles have been the matter of numerous investigations…

Recently, M. Tsukamoto (New approach to weighted topological entropy and pressure, Ergod. Theory Dyn. Syst. 43 (2023) 1004-1034) used a new approach to define the weighted topological entropy and pressure. Inspired by his ideas, we…

The specific relative entropy, introduced by N. Gantert, allows to quantify the discrepancy between the laws of potentially mutually singular measures. It appears naturally as the large deviations rate function in a randomized version of…

We show that an entanglement measure called relative entropy of entanglement satisfies a strong continuity condition. If two states are close to each other then so are their entanglements per particle pair in this measure. It follows in…

The possibilities of the use of the coefficient of variation over a high threshold in tail modelling are discussed. The paper also considers multiple threshold tests for a generalized Pareto distribution, together with a threshold selection…

We introduce an axiomatic approach to entropies and relative entropies that relies only on minimal information-theoretic axioms, namely monotonicity under mixing and data-processing as well as additivity for product distributions. We find…

We introduce a new type of estimator for the spectral tail process of a regularly varying time series. The approach is based on a characterizing invariance property of the spectral tail process, which is incorporated into the new estimator…

Transfer entropy (TE) captures the directed relationships between two variables. Partial transfer entropy (PTE) accounts for the presence of all confounding variables of a multivariate system and infers only about direct causality. However,…

When we use the entropy method to get the tail bounds, typically the left tail bounds are not good comparing with the right ones. Up to now this asymmetry has been observed many times. Surprisingly we find an entropy method for the left…

For differentiable dynamical systems with dominated splittings, we give upper estimates on the measure-theoretic tail entropy in terms of Lyapunov exponents. As our primary application, we verify the upper semi-continuity of metric entropy…

We deduce in this paper the sufficient conditions for weak convergence of centered and normed deviation of the u-statistics with values in the space of the real valued continuous function defined on some compact metric space. We obtain also…

We consider systems of conservation laws endowed with a convex entropy. We show the contraction, up to a translation, to extremal entropic shocks, for a pseudo-distance based on the notion of relative entropy. The contraction holds for…

Starting from one-point tail bounds, we establish an upper tail large deviation principle for the directed landscape at the metric level. Metrics of finite rate are in one-to-one correspondence with measures supported on a set of countably…

In a number of applications, particularly in financial and actuarial mathematics, it is of interest to characterize the tail distribution of a random variable $V$ satisfying the distributional equation $V\stackrel{\mathcal{D}}{=}f(V)$,…

We obtain an uniform tail estimates for natural normed sums of independent random variables (r.v.) with regular varying tails of distributions. We give also many examples on order to show the exactness of offered estimates and discuss some…

In this paper we introduce the concept of random time changes in dynamical systems. The subordination principle may be applied to study the long time behavior of the random time systems. We show, under certain assumptions on the class of…

Predicting the dynamical properties of topological matter is a challenging task, not only in theoretical and experimental settings, but also numerically. This work proposes a variational approach based on a time-dependent correlated Ansatz,…

Fundamental properties for the Tsallis relative entropy in both classical and quantum systems are studied. As one of our main results, we give the parametric extension of the trace inequality between the quantum relative entropy and the…

Under scenario of high frequency data, consistent estimator of realized Laplace transform of volatility is proposed by \citet{TT2012a} and related central limit theorem has been well established. In this paper, we investigate the asymptotic…

We propose a transformation capable of altering the tail properties of a distribution, motivated by extreme value theory, which can be used as a layer in a normalizing flow to approximate multivariate heavy tailed distributions. We apply…