Numerical Stability of Generalized Entropies
Abstract
In many applications, the probability density function is subject to experimental errors. In this work the continuos dependence of a class of generalized entropies on the experimental errors is studied. This class includes the C. Shannon, C. Tsallis, A. R\'{e}nyi and generalized R\'{e}nyi entropies. By using the connection between R\'{e}nyi or Tsallis entropies, and the \textit{distance} in a the Lebesgue functional spaces, we introduce a further extensive generalizations of the R\'{e}nyi entropy. In this work we suppose that the experimental error is measured by some generalized distance. In line with the methodology normally used for treating the so called \textit{ill-posed problems}, auxiliary stabilizing conditions are determined, such that small - in the sense of metric - experimental errors provoke small variations of the classical and generalized entropies. These stabilizing conditions are formulated in terms of metric in a class of generalized spaces of functions. Shannon's entropy requires, however, more restrictive stabilizing conditions.
Cite
@article{arxiv.1603.06240,
title = {Numerical Stability of Generalized Entropies},
author = {György Steinbrecher and Giorgio Sonnino},
journal= {arXiv preprint arXiv:1603.06240},
year = {2016}
}
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52 pages, 0 Figures