On Renyi entropy convergence of the max domain of attraction

2014/02/05 by Ali Saeb, Saeb, Ali
Computer Science · Mathematics · Physics and Astronomy · #Distributed Sensor Networks and Detection Algorithms #FOS: Computer and information sciences #Neural Networks and Applications #Other Statistics (stat.OT) #Statistical Mechanics and Entropy #stat.OT

paper · pdf · doi:10.48550/arxiv.1402.0947

openalex publication_date 2014/02/05 · arxiv created 2014/04/22 · arxiv updated 2014/04/23 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper, we prove that the Renyi entropy of linearly normalized partial maxima of independent and identically distributed random variables is convergent to the corresponding limit Renyi entropy when the linearly normalized partial maxima converges to some nondegenerate random variable.

Related

• On convergence of entropy of distribution functions in the max domain of attraction of max stable laws
• Maximum Rényi Entropy Rate
• Convexity and robustness of the Rényi entropy
• The rates of convergence for generalized entropy of the normalized sums of IID random variables
• Results on the solutions of maximum weighted Renyi entropy problems