The entropy tag has no usage guidance.

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### Limiting Entropy of deterministic sequences - 1

Consider a collection of increasing positive integers $\{a_i\}_{i=1}^m$.
Consider distribution $p_i=\frac{a_i}{\sum_{i=1}^ma_i}$. Given $\{a_i\}_{i=1}^m$, let $\mathcal{P}_{a,m}$ be distribution at ...

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### Entropy dominance

Let $0<a<b<c$ be distinct positive reals.
Define four different probability distributions:
$$\mathcal{P}_{ab}:P_{a,ab}=\frac{a}{a+b}=1-P_{b,ab}$$
...

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### Entropy difference dominance of sequences

Consider a collection of positive integers $\{a_i\}_{i=1}^m$ and the distribution $p_i=\frac{a_i}{\sum_{i=1}^ma_i}$.
Similarly for the collection $\{a_i\}_{i=1}^{m+1}$ form the distribution ...

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### joining or coupling

given two shift invariant measures in the Bernoulli space $\{0,1\}^{\mathbb{N}}$, is there a way to construct joinings of them? It's very diffcult, in general, to find exactly the minimal joining i.e, ...

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### An Entropy Inequality

Let $X,Y$ be probability measures on $\{1,2,\dots,n\}$, and set $K=\sum_i\sqrt{X(i)Y(i)}$ so that $Z:=\frac{1}{K}\sqrt{XY}$ is also a probability measure on $\{1,2,\dots,n\}$. How can we prove the ...

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### Intrinsic significance of differential entropy

Many commentators (e.g. Jaynes, Rota) argue that the notion of "differential entropy" is problematic (as commonly defined by $ h(X) = \int ( \log\frac{1}{p(x)} ) p(x) \, dx $, where $X$ is a random ...

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### Higher moments of information and Renyi entropy

For a given discrete probability distribution, Shannon entropy can be though as an expectation value $\langle - \log p \rangle$ (see also: What is entropy, really?, What is the role of the logarithm ...

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### Incremental entropy computation

After a quick internet search I found no method for incremental entropy computation.
Question 1
Let $\{x_i\}_{i=1}^n$ and $\{x_i\}_{i=1+n}^{n+m}$ be two samples and let $S_i^j:=\sum_{k=i}^j x_k$. ...

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### Interpretation of Shannon Entropy Application

Consider a collection of increasing positive integers $\{a_i\}_{i=1}^m$ and the distribution $p_i=\frac{a_i}{\sum_{i=1}^ma_i}$. Let entropy of $\mathcal{A}=\{a_i\}_{i=1}^m$ be given
by ...

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### How to estimate the entropy of a distribution on a power set?

Given a probability distribution $(X,p)$, its entropy is defined as $H=-\sum_{x\in X} p(x)\log p(x)$.
Given a sample of observations $x_n,n=1..N$, one can estimate $p(x)=\frac{\#\{i:x_i=x\}}{N}$ and ...

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### Incremental computation of a conditional entropy

Is it possible to compute a conditional entropy (see the two following formulas) in an incremental manner ? That is, the sets C and K are not fix: each time we have a new element c, set K may increase ...

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### Compact group extension of a zero entropy system.

Suppose $T: X \to X$ is a continuous map
and $\mu$ a $T$-ergodic probability measure over the
Borel sets of $X$.
Now, suppose $K \subset \mathrm{Hom}(X)$ is a compact group
of measure-preserving ...

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### Limiting Entropy of deterministic sequences - 2

Consider a collection of increasing positive integers $\{a_i\}_{i=1}^m$ and the distribution $p_i=\frac{a_i}{\sum_{i=1}^ma_i}$. Given $\{a_i\}_{i=1}^m$, let $\mathcal{P}_a$ be limiting distribution ...

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### Entropy dominance of certain restricted sequenes

Say you have positive $\{a_i\}_{i=1}^n$ and you have $p_i=\frac{a_i}{\sum_{i=1}^na_i}$, then assume you have a $C$ such that $C<2a_n\ll\sum_{i=1}^na_i$ (that is $C$ is not very large), then define ...

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### order of convergence of the conditional entropy

Let $X_n$ be a random variable distributed on $A_n:=\{1, \ldots, n\}$ and $g_n\colon A_n \to A_n$ such that $\Pr\big(X_n \neq g_n(X_n)\big) \to 0$. Putting $Y_n=g(X_n)$ then by Fano's inequality ...