On scale and concentration invariance in entropies. (Q1425260)

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On scale and concentration invariance in entropies.
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    On scale and concentration invariance in entropies. (English)
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    15 March 2004
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    The author explains the connection between the Rényi entropies and the variational and Fisher-information based entropies. He obtains many inequalities relating these entropies. It is further shown that only the Rényi entropies satisfy the property of concentration invariance and they can be written as functionals of the Shannon concentration entropy.
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    Rényi entropy
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    Shannon entropy
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    Information
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    Invariance
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