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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 $q_i=\frac{a_i}{\sum_{i=1}^{m+1}a_i}$, for the collection $\{a_i\}_{i=1}^{n}$ form the distribution $r_i=\frac{a_i}{\sum_{i=1}^{n}a_i}$ and for the collection $\{a_i\}_{i=1}^{n+1}$ form the distribution $s_i=\frac{a_i}{\sum_{i=1}^{n+1}a_i}$.

Let $m+1\leq n$. Note all collections are subsets of the collection for the distribution $s$.

For the cases $(1)$ $a_{i+1}=a_i+\theta(\log^ka_i)$, $(2)$ $a_{i+1}=a_i+\theta(a_i)$ where $k$ is a postive constant, is it true that the difference in entropy is strictly decreasing? That is, is $H(q)-H(p)>H(s)-H(r)$ valid? When can one expect difference in Shannon entropy to be dominant in sequences of these types? Clearly in this post Entropy dominance, one criteria for negative result is given. Can $a_i$ be any larger or smaller than in the cases given?


Can we guess $\lim_{n\rightarrow\infty}H(s)=\infty$ in all these cases?

What spacing in $a_i$ would guarantee $\lim_{n\rightarrow\infty}H(s)<c\in\Bbb N$?

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Here's some examplary evidence that maybe the answers are Yes.

  • For Case 2, let $a_{i+1}=2a_i$ for all $i$ with $a_1=1$. Then the binary entropy is $$ -\frac1{2^{n}-1} \sum_{k=0}^{n-1} 2^k \log_2\left(\frac{2^k}{2^{n}-1}\right)$$ $$ \approx-\frac1{2^{n}} \sum_{k=0}^{n-1} 2^k \log_2\left(\frac{2^k}{2^{n}}\right)$$ $$ =\sum_{k=0}^{n-1} \frac{n-k}{2^{n-k}}=\frac{2^{n+1}-n-2}{2^n}\nearrow 2$$ which is the entropy of the geometric distribution with parameter $1/2$. So it seems that in this case yes, the difference in entropy is decreasing. A similar calculation woks if $a_{i+1}=u\cdot a_i$ for a positive integer $u>2$.

  • For Case 1, well let's go all the way to the extreme case $a_i=1$ for all $i$. In this case the entropy is just $\log n$ and so by concavity of log, yes, the difference in entropy is decreasing.

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  • $\begingroup$ Converges from below $\endgroup$ Commented Dec 25, 2014 at 21:38
  • $\begingroup$ Actually can we still guess that $H(s)\rightarrow\infty$ always as $n\rightarrow\infty$? This is not very clear. $\endgroup$
    – Turbo
    Commented Dec 26, 2014 at 9:29
  • $\begingroup$ No, the entropy of the geometric distribution with parameter 1/2 is 2 not infinity $\endgroup$ Commented Dec 26, 2014 at 16:33
  • $\begingroup$ Thank you. I am looking for classifying distributions of the above type with finite and infinite entropy. I looked at en.wikipedia.org/wiki/Geometric_distribution and looked at the exact formula. It looks like geom distribution does not work. Anything else could help classify among the case 1 and 2? $\endgroup$
    – Turbo
    Commented Dec 26, 2014 at 19:26
  • $\begingroup$ If we start with $a_1=4$. For $k=2$ in case $2$ we get $4,6,6+\log^2 6,6+2\log^2 6+\log^2(1+\frac{\log^2 6}{6}),\dots$ and it seems the distributions remain more or less 'close' to uniform and hence it looks like entropy should be $\infty$. For case $2$, we see the sequence $4,8,16,32,\dots$ and it looks like there will more weight to the probabilities associated with new $a_i$s. Entropy here too looks like it will go to $\infty$. Looks like I need to post another question. Shall I do that posts? $\endgroup$
    – Turbo
    Commented Dec 26, 2014 at 19:42

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