Related papers: An Information Theoretic Proof of the Radon-Nikody…
In this technical report, rigorous statements and formal proofs are presented for both foundational and advanced folklore theorems on the Radon-Nikodym derivative. The cases of conditional and marginal probability measures are carefully…
This paper presents a new general formulation of the Radon-Nikodym theorem in the setting of abstract measure theory. We introduce the notion of weak localizability for a measure and show that this property is both necessary and sufficient…
Using nonstandard analysis, an intuitive and very short proof of the Radon-Nikodym theorem is provided
Radon-Nikodym (RN) derivative between two measures arises naturally in the affine structure of the space of probability measures with densities. Entropy, free energy, relative entropy, and entropy production as mathematical concepts…
A version of Radon-Nikodym theorem for the Choquet integral w.r.t. monotone measures is proved. Without any presumptive condition, we obtain a necessary and sufficient condition for the ordered pair $(\mu, \nu)$ of finite monotone measures…
Idempotent integration is an analogue of the Lebesgue integration where $\sigma$-additive measures are replaced by $\sigma$-maxitive measures. It has proved useful in many areas of mathematics such as fuzzy set theory, optimization,…
The aim of this note is to establish two Radon--Nikodym type theorems for nonnegative Hermitian forms defined on a real or complex vector space. We apply these results to prove the known Radon--Nikodym theorems of the theory of…
For an image pixel information can be converted to the moments of some basis $Q_k$, e.g. Fourier-Mellin, Zernike, monomials, etc. Given sufficient number of moments pixel information can be completely recovered, for insufficient number of…
Shannon entropy, a cornerstone of information theory, statistical physics and inference methods, is uniquely identified by the Shannon-Khinchin or Shore-Johnson axioms. Generalizations of Shannon entropy, motivated by the study of…
Some topics concerning the Gould integral are presented here: new results of integrability on finite measure spaces with values in an M-space are given, together with a Radon-Nikodym theorem relative to a Gould-type integral of real…
Information theoretic quantities play an important role in various settings in machine learning, including causality testing, structure inference in graphical models, time-series problems, feature selection as well as in providing privacy…
The paper contains a simple proof of the classical Hahn decomposition theorem for charges and, as a corollary, an explicit measurable in parameter construction of a Radon-Nikodym derivative of one measure by another.
In this paper we will give a categorical proof of the Radon-Nikodym theorem. We will do this by describing the trivial version of the result on finite probability spaces as a natural isomorphism. We then proceed to Kan extend this…
Shannon's entropy and other entropy-based concepts are derived from the new, more general concept of relative divergence of one "grading' function on a linearly ordered set from another such function. The definition of relative divergence…
The Shannon entropy, one of the cornerstones of information theory, is widely used in physics, particularly in statistical mechanics. Yet its characterization and connection to physics remain vague, leaving ample room for misconceptions and…
Probability theory is fundamental for modeling uncertainty, with traditional probabilities being real and non-negative. Complex probability extends this concept by allowing complex-valued probabilities, opening new avenues for analysis in…
Information plays an important role in our understanding of the physical world. We hence propose an entropic measure of information for any physical theory that admits systems, states and measurements. In the quantum and classical world,…
Given a completely positive (CP) map $T$, there is a theorem of the Radon-Nikodym type [W.B. Arveson, Acta Math. {\bf 123}, 141 (1969); V.P. Belavkin and P. Staszewski, Rep. Math. Phys. {\bf 24}, 49 (1986)] that completely characterizes all…
Radon--Nikodym approach to relaxation dynamics, where probability density is built first and then used to calculate observable dynamic characteristic is developed and applied to relaxation type signals study. In contrast with $L^2$ norm…
Relations between Shannon entropy and Renyi entropies of integer order are discussed. For any N-point discrete probability distribution for which the Renyi entropies of order two and three are known, we provide an lower and an upper bound…