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

We establish upper and lower bounds with matching leading terms for tails of weighted sums of two-sided exponential random variables. This extends Janson's recent results for one-sided exponentials.

This paper describes the construction of a lower bound for the tails of general random variables, using solely knowledge of their moment generating function. The tilting procedure used allows for the construction of lower bounds that are…

We investigate relative holomorphic connections on a principal bundle over a family of compact complex manifolds. A sufficient condition is given for the existence of a relative holomorphic connection on a holomorphic principal bundle over…

We show that Frenkel's integral representation of the quantum relative entropy provides a natural framework to derive continuity bounds for quantum information measures. Our main general result is a dimension-independent semi-continuity…

Recently, the concept of tail dependence has been discussed in financial applications related to market or credit risk. The multivariate extreme value theory is a proper tool to measure and model dependence, for example, of large loss…

We re-visit tail the index regressions framework. For linear specifications, we find that the usual full rank condition can fail because conditioning on extreme outcomes causes regressors to degenerate to constants. Taking this into…

The extremal tail probabilities of moving sums in a marked Poisson random field is examined here. These sums are computed by adding up the weighted occurrences of events lying within a scanning set of fixed shape and size. Change of measure…

We establish sharp tail asymptotics for component-wise extreme values of bivariate Gaussian random vectors with arbitrary correlation between the components. We consider two scaling regimes for the tail event in which we demonstrate the…

We consider multivariate extreme value statistics for independent but nonidentically distributed random vectors. In particular, the data may have varying tail copulas and also heteroscedastic marginal distributions. Assuming smoothly…

We introduce a random dynamical system related to continued fraction expansions. It uses random combination of the Gauss map and the R\'enyi (or backwards) continued fraction map. We explore the continued fraction expansions that this…

The evolution of entropy is derived with respect to dynamical systems. For a stochastic system, its relative entropy $D$ evolves in accordance with the second law of thermodynamics; its absolute entropy $H$ may also be so, provided that the…

We consider Hamiltonian systems in first-order multisymplectic field theories. We review the properties of Hamiltonian systems in the so-called restricted multimomentum bundle, including the variational principle which leads to the…

We calculate the relative entropy of entanglement for rotationally invariant states of spin-1/2 and arbitrary spin-$j$ particles or of spin-1 particle and spin-$j$ particle with integer $j$. A lower bound of relative entropy of entanglement…

This paper deals with tail diversification in financial time series through the concept of statistical independence by way of differential entropy and mutual information. By using moments as contrast functions to isolate the tails of the…

We prove conjectures on the relative entropy of entanglement (REE) for two families of multipartite qubit states. Thus, analytic expressions of REE for these families of states can be given. The first family of states are composed of…

In this paper we revisited the classical problem of max-sum equivalence of randomly weighted sums in two dimensions. In opposite to the most papers in literature, we consider that there exists some interdependence between the primary random…

This is Part II of our work about random tensor inequalities and tail bounds for bivariate random tensor means. After reviewing basic facts about random tensors, we first consider tail bounds with more general connection functions. Then, a…

We derive a measurement-independent asymptotic continuity bound on the observational entropy for general POVM measurements, making essential use of its property of bounded concavity. The same insight is used to obtain continuity bounds for…

This paper studies properties of functions having monotone tails. We extend Theorem 1 of Dhaene et al. (2002a) and show how the tail quantiles of a random variable transformed with a monotone tail function can be expressed as the…

Let $M$ be a compact real analytic manifold of finite dimension. There is a function $a: (0,+\infty)\to [0,+\infty)$ with $\lim_{t\to0}a(t)=0$ such that, the tail entropy $h^{*}(f,\varepsilon)$ of any real analytic map $f$ on $M$ is…