On convergence properties of Shannon entropy

On convergence properties of Shannon entropy Convergence properties of Shannon entropy are studied. In the differential setting, it is known that weak convergence of probability measures (convergence in distribution) is not sufficient for convergence of the associated differential entropies. In that direction, an interesting example is introduced and discussed in light of new general results provided here for the desired differential entropy convergence, which take into account both compactly and uncompactly supported densities. Convergence of differential entropy is also characterized in terms of the Kullback-Liebler discriminant for densities with fairly general supports, and it is shown that convergence in variation of probability measures guarantees such convergence under an appropriate boundedness condition on the densities involved. Results for the discrete setting are also provided, allowing for infinitely supported probability measures, by taking advantage of the equivalence between weak convergence and convergence in variation in that setting. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Problems of Information Transmission Springer Journals

On convergence properties of Shannon entropy

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Publisher
SP MAIK Nauka/Interperiodica
Copyright
Copyright © 2009 by Pleiades Publishing, Ltd.
Subject
Engineering; Systems Theory, Control; Information Storage and Retrieval; Electrical Engineering; Communications Engineering, Networks
ISSN
0032-9460
eISSN
1608-3253
D.O.I.
10.1134/S003294600902001X
Publisher site
See Article on Publisher Site

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