Entropy under disintegrations

DOI10.1007/978-3-030-80209-7_38zbMATH Open1485.94039arXiv2102.09584OpenAlexW3184169536MaRDI QIDQ2117869FDOQ2117869

Juan Pablo Vigneaux

Publication date: 22 March 2022

Abstract: We consider the differential entropy of probability measures absolutely continuous with respect to a given $sigma$-finite reference measure on an arbitrary measurable space. We state the asymptotic equipartition property in this general case; the result is part of the folklore but our presentation is to some extent novel. Then we study a general framework under which such entropies satisfy a chain rule: disintegrations of measures. We give an asymptotic interpretation for conditional entropies in this case. Finally, we apply our result to Haar measures in canonical relation.

Full work available at URL: https://arxiv.org/abs/2102.09584

zbMATH Keywords

AEPdisintegrationchain rulegeneralized entropytopological groupconcentration of measureHaar measuredifferential entropy

Mathematics Subject Classification ID

Measures of information, entropy (94A17) Entropy and other invariants, isomorphism, classification in ergodic theory (37A35)

Cites Work

• Elements of Information Theory
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• A Mathematical Theory of Communication
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Cited In (3)

• On the entropy of rectifiable and stratified measures
• Statistical mechanics of entropic forces: disassembling a toy
• Entropy evolution in reactions

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