相关论文: Shannon and R\'enyi entropy rates of stationary ve…

We study the properties of stationary G-chains in terms of their generating functions. In particular, we prove an analogue of the Szeg\H{o} limit theorem for symplectic eigenvalues, derive an expression for the entropy rate of stationary…

Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical…

We consider stationary ergodic processes indexed by $\mathbb Z$ or $\mathbb Z^n$ whose finite dimensional marginals have laws which are absolutely continuous with respect to Lebesgue measure. We define an entropy theory for these continuous…

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…

The R\'enyi entropy is a generalization of the Shannon entropy and is widely used in mathematical statistics and applied sciences for quantifying the uncertainty in a probability distribution. We consider estimation of the quadratic R\'enyi…

In this paper, we provide the R\'enyi entropy and complexity measure for a novel, flexible class of skew-gaussian distributions and their related families, as a characteristic form of the skew-gaussian Shannon entropy. We give closed…

The estimation of entropy rates for stationary discrete-valued stochastic processes is a well studied problem in information theory. However, estimating the entropy rate for stationary continuous-valued stochastic processes has not received…

We describe how to analyze the wide class of non stationary processes with stationary centered increments using Shannon information theory. To do so, we use a practical viewpoint and define ersatz quantities from time-averaged probability…

We propose a method to derive the stationary size distributions of a system, and the degree distributions of networks, using maximisation of the Gibbs-Shannon entropy. We apply this to a preferential attachment-type algorithm for systems of…

Two maximization problems of R\'enyi entropy rate are investigated: the maximization over all stochastic processes whose marginals satisfy a linear constraint, and the Burg-like maximization over all stochastic processes whose…

We study the entropy rate of pattern sequences of stochastic processes, and its relationship to the entropy rate of the original process. We give a complete characterization of this relationship for i.i.d. processes over arbitrary…

This work contains two single-letter upper bounds on the entropy rate of a discrete-valued stationary stochastic process, which only depend on second-order statistics, and are primarily suitable for models which consist of relatively large…

The behavior of the Kozachenko - Leonenko estimates for the (differential) Shannon entropy is studied when the number of i.i.d. vector-valued observations tends to infinity. The asymptotic unbiasedness and L^2-consistency of the estimates…

We prove that the average smooth Renyi entropy rate will approach the entropy rate of a stationary, ergodic information source, which is equal to the Shannon entropy rate for a classical information source and the von Neumann entropy rate…

The new estimates of the conditional Shannon entropy are introduced in the framework of the model describing a discrete response variable depending on a vector of d factors having a density w.r.t. the Lebesgue measure in R^d. Namely, the…

This paper studies the Shannon regime for the random displacement of stationary point processes. Let each point of some initial stationary point process in $\R^n$ give rise to one daughter point, the location of which is obtained by adding…

We investigate the memory properties of discrete sequences built upon a finite number of states. We find that the block entropy can reliably determine the memory for systems modeled as Markov chains of arbitrary finite order. Further, we…

The Shannon entropy, the desequilibrium and their generalizations (R\'enyi and Tsallis entropies) of the three-dimensional single-particle systems in a spherically-symmetric potential $V(r)$ can be decomposed into angular and radial parts.…

Entropy estimation, due in part to its connection with mutual information, has seen considerable use in the study of time series data including causality detection and information flow. In many cases, the entropy is estimated using…

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,…