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On measure-theoretic aspects of nonextensive entropy functionals and corresponding maximum entropy prescriptions (2007)

Abstract
Shannon entropy of a probability measure P, defined as $- \int_X(dp/d \mu) \hspace{2} ln (dp/d \mu)d \mu $ on a measure space $ (X, m,\mu )$ source, is not a natural extension from the discrete case. However, maximum entropy (ME) prescriptions of Shannon entropy functional in the measure-theoretic case are consistent with those for the discrete case. Also it is well known that Kullback–Leibler relative entropy can be extended naturally to measure-theoretic case. In this paper, we study the measure-theoretic aspects of nonextensive (Tsallis) entropy functionals and discuss the ME prescriptions. We present two results in this regard: (i) we prove that, as in the case of classical relative-entropy, the measure-theoretic definition of Tsallis relative-entropy is a natural extension of its discrete case, and (ii) we show that ME-prescriptions of measure-theoretic Tsallis entropy are consistent with the discrete case with respect to a particular instance of ME.

Publication details
Download http://eprints.iisc.ernet.in/12530/1/On_measure-theoretic_aspects.pdf
Publisher Elsevier
Repository ePrints@iisc (India)
Keywords Computer Science & Automation
Type Journal Article, PeerReviewed
Relation http://eprints.iisc.ernet.in/12530/