On the discontinuity of the Shannon information measures and typical sequences

Siu-Wai Ho
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引用次数: 2

Abstract

It is well known that the Shannon information measures are continuous functions of the probability distribution when the support is finite. This, however, does not hold when the support is countably infinite. In this paper, we investigate the continuity of the Shannon information measures for countably infinite support. With respect to a distance based on the Kullback-Liebler divergence, we use two different approaches to show that all the Shannon information measures are in fact discontinuous at all probability distributions with countably infinite support
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论Shannon信息测度的不连续性及典型序列
众所周知,当支持度有限时,香农信息测度是概率分布的连续函数。然而,当支持是可数无限时,这就不成立了。本文研究了可数无限支持下香农信息测度的连续性问题。对于基于Kullback-Liebler散度的距离,我们使用两种不同的方法来证明所有香农信息度量实际上在具有无限支持的所有概率分布下都是不连续的
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