Search arXivSearch

arXiv · 2205.04069

Log-concavity and discrete degrees of freedom

Abstract

We develop the notion of discrete degrees of freedom of a log-concave sequence and use it to prove that geometric distribution minimises Rényi entropy of order infinity under fixed variance, among all discrete log-concave random variables in $\mathbb{Z}$. We also show that the quantity $\mathbb{P}(X=\mathbb{E} X)$ is maximised, among all ultra-log-concave random variables with fixed integral mean, for a Poisson distribution.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Jacek Jakimiuk, Daniel Murawski, Piotr Nayar, Semen Słobodianiuk. 2023-05-06. Log-concavity and discrete degrees of freedom. https://arxiv.org/abs/2205.04069

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Hermite trace polynomials and chaos decompositions for the Hermitian Brownian motion

For a non-zero parameter $q$, we define Hermite trace polynomials, which are multivariate polynomials indexed by permutations. We prove several combinatorial properties for them, such as expansions and product formulas. The linear functional determined by these trace polynomials is a state for $q = \frac{1}{N}$ for $N$ a non-zero integer. For such $q$, Hermite trace polynomials of different degrees are orthogonal. The product formulas extend to the closure with respect to the state. The state can be identified with the expectation induced by the $N \times N$ Hermitian Brownian motion. Hermite trace polynomials are martingales for this Brownian motion, while the elements in the closure can be interpreted as stochastic integrals with respect to it. Using the grading on the algebra, we prove several chaos decompositions for such integrals, as well as analyze corresponding creation and annihilation operators. In the univariate, pure trace polynomial case, trace Hermite polynomials can be identified with the Hermite polynomials of matrix argument.

math.PR

Operator level hard edge to bulk transition in $β$-ensembles via canonical systems

The hard edge and bulk scaling limits of $β$-ensembles are described by the stochastic Bessel and sine operators, which are respectively a random Sturm-Liouville operator and a random Dirac operator. By representing both operators as canonical systems, we show that in a suitable high-energy scaling limit, the stochastic Bessel operator converges in law to the stochastic sine operator. This is first done in the vague topology of canonical systems' coefficient matrices, and then extended to the convergence of the associated Weyl-Titchmarsh functions and spectral measures. The proof relies on a coupling between the Brownian motions that drive the two operators, under which the convergence holds in probability. As part of the proof, we also obtain $t\to-\infty$ asymptotics for solutions to the eigenvalue equation of the stochastic Bessel operator.

math.PR