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Results tagged with pr.probability
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user 23953
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
2
votes
Accepted
Error bounds for truncating a probability distribution based on the entropy?
I was able to answer my own question with a little help from my fellow physicists :)
Similar result for Renyi entropy
I stumbled upon a weaker version of this result before finding Lemma 2 of http …
- 221
2
votes
1
answer
308
views
Error bounds for truncating a probability distribution based on the entropy?
Heuristic Background
Consider a set of states labeled $n=1,2,...$ in order of non-increasing probability $p(n)$.
The standard Shannon argument gives meaning to the entropy $S$ of $p$ in terms of the …
- 221