2 papers
math.PR2025
Entropy of Wiener integrals with respect to fractional Brownian motion
Iryna Bodnarchuk, Yuliya Mishura, Kostiantyn Ralchenko
The paper is devoted to the properties of the entropy of the exponent-Wiener-integral fractional Gaussian process (EWIFG-process), that is a Wiener integral of the exponent with re…
cs.IT2024
Properties of the Shannon, Rényi and other entropies: dependence in parameters, robustness in distributions and extremes
Iryna Bodnarchuk, Yuliya Mishura, Kostiantyn Ralchenko
We calculate and analyze various entropy measures and their properties for selected probability distributions. The entropies considered include Shannon, Rényi, generalized Rényi, T…