A representation theorem for entropies with the branching property (Q1824603): Difference between revisions

Let V(\(\Omega\),\({\mathcal F},m)\) be the set of all probability densities on a non-atomic measure space \(\{\) \(\Omega\),\({\mathcal F},m\}\). A functional \(\phi:\quad V(\Omega,{\mathcal F},m)\to {\mathbb{R}}\cup \{-\infty,+\infty \}=:\overline{{\mathbb{R}}}\) is said to exhibit the branching property if, given any set \(A\in {\mathcal F}\) and any two \(f,g\in V\) such that \(f(\omega)=g(\omega)\), \(\forall \omega \in \Omega \setminus A,\) \(| \phi (f)| <\infty\) and/or \(| \phi (g)| <\infty:\quad \phi (f)-\phi (g)=A\quad \psi (f\cdot x_ A,g\cdot x_ A),\) where \(x_ A(\omega)=1\) if \(\omega\in A\), \(x_ A(\omega)=0\) if \(\omega \in \Omega \setminus A;\) \(\psi:\quad L^ 1(A,{\mathcal F},m)\times L^ 1(A,{\mathcal F},m)\to \overline{{\mathbb{R}}}.\) The following representation theorem holds true: Given \(\phi:\quad V(\Omega,F,m)\to \overline{{\mathbb{R}}},\) if i) \(\psi\) exhibits the branching property, ii) is invariant under all metric endomorphism, iii) (continuity) for any sequence of piecewise constant functions \(\{s_ i\}\) such that \(s_ i\uparrow f\in V(\Omega,{\mathcal F},m):\quad \phi (\frac{s_ i}{\| s_ i\|_ 1})\to \psi (f),\) then there exist \(h:\quad [0,+\infty)\to {\mathbb{R}},\) continuous on \((0,+\infty)\), such that \(\psi (f)=\int_{\Omega}h(f)dm.\) By generalizing the concept of recursivity (stronger version of branching) a new characterization of Boltzmann-Shannon entropy functional is given.