A limiting Gaussian process in entropic perspective

DOI10.1090/TPMS/1234MaRDI QIDQ6975760zbMATH OpenFDO

Authors Zhi-yi Zhang

Publication date 4 June 2025

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/TPMS/1234

zbMATH Keywords

entropic moment-generating functionGaussian processRényi entropyTsallis entropy

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Gaussian processes (60G15) Statistical aspects of information-theoretic topics (62B10)

Cites work

• A Mathematical Theory of Communication
• Combinatorics. The Rota way
• scientific article; zbMATH DE number 3173999 (Why is no real title available?)
• Measurement of Diversity
• Possible generalization of Boltzmann-Gibbs statistics.
• Statistical implications of Turing's formula

Cited in

(1)

• Entropies of Cox-Ingersoll-Ross and Bessel processes as functions of time and of related parameters

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