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Properties of Various Entropies of Gaussian Distribution and Comparison of Entropies of Fractional Processes
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. (Mathematics/Applied Mathematics)ORCID iD: 0000-0002-0139-0747
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics.ORCID iD: 0000-0002-6877-1800
Sydney Mathematical Research Institute, The University of Sydney, Sydney NSW 2006, Australia.
Taras Shevchenko National Unversity of Kyiv, Ukraine.
2023 (English)In: Axioms, ISSN 2075-1680, Vol. 12, no 11, article id 1026Article in journal (Refereed) Published
Abstract [en]

We consider five types of entropies for Gaussian distribution: Shannon, Rényi, generalized Rényi, Tsallis and Sharma–Mittal entropy, establishing their interrelations and their properties as the functions of parameters. Then, we consider fractional Gaussian processes, namely fractional, subfractional, bifractional, multifractional and tempered fractional Brownian motions, and compare the entropies of one-dimensional distributions of these processes.

Place, publisher, year, edition, pages
Basel: MDPI, 2023. Vol. 12, no 11, article id 1026
Keywords [en]
Shannon entropy; Rényi entropy; Tsallis entropy; Sharma–Mittal entropy; normal distribution; fractional Brownian motion; subfractional Brownian motion; bifractional Brownian motion; multifractional Brownian motion; tempered fractional Brownian motion
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-64641DOI: 10.3390/axioms12111026ISI: 001120792100001OAI: oai:DiVA.org:mdh-64641DiVA, id: diva2:1808630
Funder
Swedish Foundation for Strategic Research, UKR22-0017The Research Council of Norway, 274410Available from: 2023-10-31 Created: 2023-10-31 Last updated: 2024-01-03Bibliographically approved

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Malyarenko, AnatoliyMishura, Yuliiya

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