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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

8 votes
1 answer
578 views

Axioms for mutual information

I am interesting in axiomatic justifications for concepts in information theory. I have found many axiomatizations for Shannon's entropy and for the Kullback-Leibler divergence, as well as their varia …
Henrique de Oliveira's user avatar
3 votes

Reference for a strong intermediate value theorem for measures

There's a stronger version of that (basic) theorem due to Lyapunov. It is stronger because it concerns vectors of measures, and not only a single measure. It states that given a non-atomic vector meas …