Convexity and robustness of the Rényi entropy

We study convexity properties of the Rényi entropy as function of $\alpha >0$ on finite alphabets. We also describe robustness of the Rényi entropy on finite alphabets, and it turns out that the rate of respective convergence depends on initial alphabet. We establish convergence of the disturbed...

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Bibliographic Details
Main Authors: Filipp Buryak, Yuliya Mishura
Format: Article
Language:English
Published: VTeX 2021-07-01
Series:Modern Stochastics: Theory and Applications
Subjects:
Online Access:https://www.vmsta.org/doi/10.15559/21-VMSTA185