On Rényi information for ergodic diffusion processes

DOI10.1016/J.INS.2008.09.016zbMath1158.94346arXiv0711.1789OpenAlexW2156057976MaRDI QIDQ1007843

Stefano Maria Iacus, Alessandro De Gregorio

Publication date: 24 March 2009

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0711.1789

zbMATH Keywords

Shannon entropyRényi entropyergodic diffusion processesinvariant lawsong measure

Mathematics Subject Classification ID

Diffusion processes (60J60) Measures of information, entropy (94A17)

Related Items (14)

A NOTE ON RÉNYI'S ENTROPY RATE FOR TIME-INHOMOGENEOUS MARKOV CHAINS ⋮ Rescuing the MaxEnt treatment for \(q\)-generalized entropies ⋮ On the entropic derivation of the \(r^{-2}\) Newtonian gravity force ⋮ Dimensional regularization of Renyi's statistical mechanics ⋮ Some properties of Rényi entropy and Rényi entropy rate ⋮ A nonlinear matter-field Hamiltonian analyzed with Renyi and Tsallis statistics ⋮ On a family of test statistics for discretely observed diffusion processes ⋮ Results on residual Rényi entropy of order statistics and record values ⋮ Rényi Entropy of k-Records ⋮ Divergences test statistics for discretely observed diffusion processes ⋮ Statistical estimation of quadratic Rényi entropy for a stationarym-dependent sequence ⋮ Rényi entropy rate for Gaussian processes ⋮ Multiscale multifractal diffusion entropy analysis of financial time series ⋮ Sequential maximum likelihood estimation for the hyperbolic diffusion process

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