相关论文: Strong convergence of sequences with vanishing rel…

For discrete-time stochastic processes, there is a close connection between return/waiting times and entropy. Such a connection cannot be straightforwardly extended to the continuous-time setting. Contrarily to the discrete-time case one…

We establish convergence in the diffusive limit from entropy weak solutions of the equations of compressible gas dynamics with friction to the porous media equation away from vacuum. The result is based on a Lyapunov type of functional…

Asymptotic $L_p$-convergence, which resembles convergence in $L_p$, was introduced to address a question in diffusive relaxation. This note aims to compare asymptotic $L_p$-convergence with convergence in measure and in weak $L_p$ spaces.…

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…

Relative entropy is a measure of distinguishability for quantum states, and plays a central role in quantum information theory. The family of Renyi entropies generalizes to Renyi relative entropies that include as special cases most entropy…

We consider relative entropy in Field Theory as a well defined (non-divergent) quantity of interest. We establish a monotonicity property with respect to the couplings in the theory. As a consequence, the relative entropy in a field theory…

In this paper we derive an integral (with respect to time) representation of the relative entropy (or Kullback-Leibler Divergence) between measures mu and P on the space of continuous functions from time 0 to T. The underlying measure P is…

In the past decades, weak convergence theory for stochastic processes has become a standard tool for analyzing the asymptotic properties of various statistics. Routinely, weak convergence is considered in the space of bounded functions…

In this paper, we study the superconvergence phenomenon in the free central limit theorem for identically distributed, unbounded summands. We prove not only the uniform convergence of the densities to the semicircular density but also their…

Convergence properties of Shannon Entropy are studied. In the differential setting, it is shown that weak convergence of probability measures, or convergence in distribution, is not enough for convergence of the associated differential…

This paper develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish properties of the divergence, and in particular derive and…

In this paper we generalize a key result relating singular limits of certain relative entropies with index in the setting of conformal nets, which has played an important role recently in the mathematical theory of relative entropies in the…

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

We take under consideration Young measures with densities. The notion of density of a Young measure is introduced and illustrated with examples. It is proved that the density of a Young measure is weakly sequentially closed set. In the case…

Formalising the confrontation of opinions (models) to observations (data) is the task of Inferential Statistics. Information Theory provides us with a basic functional, the relative entropy (or Kullback-Leibler divergence), an asymmetrical…

In this paper, we first study convergence rates in the law of large numbers for independent and identically distributed random variables. We obtain a strong $L^p$-convergence version and a strongly almost sure convergence version of the law…

The phenomenon of entropy concentration provides strong support for the maximum entropy method, MaxEnt, for inferring a probability vector from information in the form of constraints. Here we extend this phenomenon, in a discrete setting,…

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…

An important theme in recent work in asymptotic geometric analysis is that many classical implications between different types of geometric or functional inequalities can be reversed in the presence of convexity assumptions. In this note,…

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…