The Kullback–Leibler Information Function for Infinite Measures
In this paper, we introduce the Kullback–Leibler information function ρ ( ν , μ ) and prove the local large deviation principle for σ-finite measures μ and finitely additive probability measures ν. In particular, the entropy of a continuous probability distribution ν on the real axis is inte...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2016-12-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | http://www.mdpi.com/1099-4300/18/12/448 |