Associate to each subset of the integers its almost sure limiting relative frequency under the Bernouilli random walk, if it has one. The resulting probability space is purely finitely additive, and uniform in the sense of residue classes and shift-invariance. However, it is not uniform in the...

Differential entropy and log determinant of the covariance matrix of a multivariate Gaussian distribution have many applications in coding, communications, signal processing and statistical inference. In this paper we consider in the high-dimensional setting optimal estimation of the...