| Author | dc.contributor.author | Piera Ugarte, Francisco | es_CL |
| Author | dc.contributor.author | Parada Salgado, Patricio | |
| Admission date | dc.date.accessioned | 2010-04-30T15:42:01Z | |
| Available date | dc.date.available | 2010-04-30T15:42:01Z | |
| Publication date | dc.date.issued | 2008-12 | |
| Identifier | dc.identifier.uri | https://repositorio.uchile.cl/handle/2250/125309 | |
| Abstract | dc.description.abstract | Convergence properties of Shannon Entropy are studied. In the di erential setting, it is known
that weak convergence of probability measures (convergence in distribution) is not enough for convergence
of the associated di erential entropies. In that direction, an interesting example is introduced
and discussed in light of new general results here provided for the desired di erential
entropy convergence, results that take into account both compactly and uncompactly supported
densities. Convergence of di erential 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 in nitely
supported probability measures, by taking advantage of the equivalence between weak convergence
and convergence in variation in that setting. | en_US |
| Patrocinador | dc.description.sponsorship | Research supported in part by the Millennium Science Nucleus on Information and Randomness, Dept. of Mathematical Engineering,
U. of Chile, Chile, Program P04-069-F. | en_US |
| Lenguage | dc.language.iso | en | en_US |
| Keywords | dc.subject | Shannon entropy | en_US |
| Título | dc.title | On Convergence Properties of Shannon Entropy | en_US |
| Document type | dc.type | Artículo de revista | |
