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PFR.ForMathlib.Entropy.Kernel.Basic

Entropy of a kernel with respect to a measure #

Main definitions #

Main statements #

Notations #

noncomputable def ProbabilityTheory.kernel.entropy {S : Type u_2} {T : Type u_3} [MeasurableSpace S] [MeasurableSpace T] (κ : (ProbabilityTheory.kernel T S)) (μ : MeasureTheory.Measure T) :

Entropy of a kernel with respect to a measure.

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  • Hk[κ , μ] = ∫ (x : T), (fun (y : T) => Hm[κ y]) xμ
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    Entropy of a kernel with respect to a measure.

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    • One or more equations did not get rendered due to their size.
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      Pretty printer defined by notation3 command.

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        @[simp]
        theorem ProbabilityTheory.kernel.entropy_zero_measure {S : Type u_2} {T : Type u_3} [MeasurableSpace S] [MeasurableSpace T] (κ : (ProbabilityTheory.kernel T S)) :
        Hk[κ , 0] = 0
        theorem ProbabilityTheory.kernel.entropy_congr {S : Type u_2} {T : Type u_3} [MeasurableSpace S] [MeasurableSpace T] {μ : MeasureTheory.Measure T} {κ : (ProbabilityTheory.kernel T S)} {η : (ProbabilityTheory.kernel T S)} (h : μ.ae.EventuallyEq κ η) :
        Hk[κ , μ] = Hk[η , μ]
        @[simp]
        theorem ProbabilityTheory.kernel.entropy_eq_integral_sum {S : Type u_2} {T : Type u_3} [MeasurableSpace S] [MeasurableSpace T] (κ : (ProbabilityTheory.kernel T S)) [ProbabilityTheory.IsMarkovKernel κ] (μ : MeasureTheory.Measure T) :
        Hk[κ , μ] = ∫ (x : T), (fun (y : T) => ∑' (x : S), ((κ y) {x}).toReal.negMulLog) xμ

        Measurable equivalence with the product with the one-point space Unit.

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