Entropy of an infinite sequence?












0














Does an infinite sequence always have finite entropy? For example, doesn't $a_n=n$, the sequence of non-negative integers, have very low entropy? It feels like all "well-defined" sequences ought to have low entropy because there's very little surprise about the next element.










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  • 1




    In what sense are you assigning entropy to a sequence? I am writing an answer assuming that the sequence is representative of a string of outputs of a random process (and as such, the entropy of such a process is independent of the order of the symbols involved).
    – probably_someone
    Nov 18 '18 at 16:38










  • @probably_someone I don't exactly know. It feels like the entropy of a system is related to how "difficult" it is to describe it in closed form. So I think anything you write will be helpful for my understanding
    – Matt Thomas
    Nov 18 '18 at 16:48










  • It might be useful to familiarize yourself with what the quantitative definition of entropy actually is, then. The Wikipedia page has a decent treatment of it.
    – probably_someone
    Nov 18 '18 at 16:49






  • 1




    Depends on what question you're trying to ask, and what your definition of a "system" is. The quantitative definition of entropy involves the output of a stochastic process, i.e. one that exhibits random behavior and is described by a set of probabilities of producing a particular output. If this does not describe what you think a system is, then entropy may not be the quantity that describes what you want to measure.
    – probably_someone
    Nov 18 '18 at 17:32






  • 1




    Your example of $a_n = n$ suggests the concept that you want is closer to Kolmogorov complexity (en.wikipedia.org/wiki/Kolmogorov_complexity). This is finite for any computable sequence but you might regard it as being infinite for all uncomputable sequences.
    – Qiaochu Yuan
    Nov 18 '18 at 21:44
















0














Does an infinite sequence always have finite entropy? For example, doesn't $a_n=n$, the sequence of non-negative integers, have very low entropy? It feels like all "well-defined" sequences ought to have low entropy because there's very little surprise about the next element.










share|cite|improve this question


















  • 1




    In what sense are you assigning entropy to a sequence? I am writing an answer assuming that the sequence is representative of a string of outputs of a random process (and as such, the entropy of such a process is independent of the order of the symbols involved).
    – probably_someone
    Nov 18 '18 at 16:38










  • @probably_someone I don't exactly know. It feels like the entropy of a system is related to how "difficult" it is to describe it in closed form. So I think anything you write will be helpful for my understanding
    – Matt Thomas
    Nov 18 '18 at 16:48










  • It might be useful to familiarize yourself with what the quantitative definition of entropy actually is, then. The Wikipedia page has a decent treatment of it.
    – probably_someone
    Nov 18 '18 at 16:49






  • 1




    Depends on what question you're trying to ask, and what your definition of a "system" is. The quantitative definition of entropy involves the output of a stochastic process, i.e. one that exhibits random behavior and is described by a set of probabilities of producing a particular output. If this does not describe what you think a system is, then entropy may not be the quantity that describes what you want to measure.
    – probably_someone
    Nov 18 '18 at 17:32






  • 1




    Your example of $a_n = n$ suggests the concept that you want is closer to Kolmogorov complexity (en.wikipedia.org/wiki/Kolmogorov_complexity). This is finite for any computable sequence but you might regard it as being infinite for all uncomputable sequences.
    – Qiaochu Yuan
    Nov 18 '18 at 21:44














0












0








0


1





Does an infinite sequence always have finite entropy? For example, doesn't $a_n=n$, the sequence of non-negative integers, have very low entropy? It feels like all "well-defined" sequences ought to have low entropy because there's very little surprise about the next element.










share|cite|improve this question













Does an infinite sequence always have finite entropy? For example, doesn't $a_n=n$, the sequence of non-negative integers, have very low entropy? It feels like all "well-defined" sequences ought to have low entropy because there's very little surprise about the next element.







sequences-and-series information-theory entropy






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asked Nov 18 '18 at 16:21









Matt Thomas

1666




1666








  • 1




    In what sense are you assigning entropy to a sequence? I am writing an answer assuming that the sequence is representative of a string of outputs of a random process (and as such, the entropy of such a process is independent of the order of the symbols involved).
    – probably_someone
    Nov 18 '18 at 16:38










  • @probably_someone I don't exactly know. It feels like the entropy of a system is related to how "difficult" it is to describe it in closed form. So I think anything you write will be helpful for my understanding
    – Matt Thomas
    Nov 18 '18 at 16:48










  • It might be useful to familiarize yourself with what the quantitative definition of entropy actually is, then. The Wikipedia page has a decent treatment of it.
    – probably_someone
    Nov 18 '18 at 16:49






  • 1




    Depends on what question you're trying to ask, and what your definition of a "system" is. The quantitative definition of entropy involves the output of a stochastic process, i.e. one that exhibits random behavior and is described by a set of probabilities of producing a particular output. If this does not describe what you think a system is, then entropy may not be the quantity that describes what you want to measure.
    – probably_someone
    Nov 18 '18 at 17:32






  • 1




    Your example of $a_n = n$ suggests the concept that you want is closer to Kolmogorov complexity (en.wikipedia.org/wiki/Kolmogorov_complexity). This is finite for any computable sequence but you might regard it as being infinite for all uncomputable sequences.
    – Qiaochu Yuan
    Nov 18 '18 at 21:44














  • 1




    In what sense are you assigning entropy to a sequence? I am writing an answer assuming that the sequence is representative of a string of outputs of a random process (and as such, the entropy of such a process is independent of the order of the symbols involved).
    – probably_someone
    Nov 18 '18 at 16:38










  • @probably_someone I don't exactly know. It feels like the entropy of a system is related to how "difficult" it is to describe it in closed form. So I think anything you write will be helpful for my understanding
    – Matt Thomas
    Nov 18 '18 at 16:48










  • It might be useful to familiarize yourself with what the quantitative definition of entropy actually is, then. The Wikipedia page has a decent treatment of it.
    – probably_someone
    Nov 18 '18 at 16:49






  • 1




    Depends on what question you're trying to ask, and what your definition of a "system" is. The quantitative definition of entropy involves the output of a stochastic process, i.e. one that exhibits random behavior and is described by a set of probabilities of producing a particular output. If this does not describe what you think a system is, then entropy may not be the quantity that describes what you want to measure.
    – probably_someone
    Nov 18 '18 at 17:32






  • 1




    Your example of $a_n = n$ suggests the concept that you want is closer to Kolmogorov complexity (en.wikipedia.org/wiki/Kolmogorov_complexity). This is finite for any computable sequence but you might regard it as being infinite for all uncomputable sequences.
    – Qiaochu Yuan
    Nov 18 '18 at 21:44








1




1




In what sense are you assigning entropy to a sequence? I am writing an answer assuming that the sequence is representative of a string of outputs of a random process (and as such, the entropy of such a process is independent of the order of the symbols involved).
– probably_someone
Nov 18 '18 at 16:38




In what sense are you assigning entropy to a sequence? I am writing an answer assuming that the sequence is representative of a string of outputs of a random process (and as such, the entropy of such a process is independent of the order of the symbols involved).
– probably_someone
Nov 18 '18 at 16:38












@probably_someone I don't exactly know. It feels like the entropy of a system is related to how "difficult" it is to describe it in closed form. So I think anything you write will be helpful for my understanding
– Matt Thomas
Nov 18 '18 at 16:48




@probably_someone I don't exactly know. It feels like the entropy of a system is related to how "difficult" it is to describe it in closed form. So I think anything you write will be helpful for my understanding
– Matt Thomas
Nov 18 '18 at 16:48












It might be useful to familiarize yourself with what the quantitative definition of entropy actually is, then. The Wikipedia page has a decent treatment of it.
– probably_someone
Nov 18 '18 at 16:49




It might be useful to familiarize yourself with what the quantitative definition of entropy actually is, then. The Wikipedia page has a decent treatment of it.
– probably_someone
Nov 18 '18 at 16:49




1




1




Depends on what question you're trying to ask, and what your definition of a "system" is. The quantitative definition of entropy involves the output of a stochastic process, i.e. one that exhibits random behavior and is described by a set of probabilities of producing a particular output. If this does not describe what you think a system is, then entropy may not be the quantity that describes what you want to measure.
– probably_someone
Nov 18 '18 at 17:32




Depends on what question you're trying to ask, and what your definition of a "system" is. The quantitative definition of entropy involves the output of a stochastic process, i.e. one that exhibits random behavior and is described by a set of probabilities of producing a particular output. If this does not describe what you think a system is, then entropy may not be the quantity that describes what you want to measure.
– probably_someone
Nov 18 '18 at 17:32




1




1




Your example of $a_n = n$ suggests the concept that you want is closer to Kolmogorov complexity (en.wikipedia.org/wiki/Kolmogorov_complexity). This is finite for any computable sequence but you might regard it as being infinite for all uncomputable sequences.
– Qiaochu Yuan
Nov 18 '18 at 21:44




Your example of $a_n = n$ suggests the concept that you want is closer to Kolmogorov complexity (en.wikipedia.org/wiki/Kolmogorov_complexity). This is finite for any computable sequence but you might regard it as being infinite for all uncomputable sequences.
– Qiaochu Yuan
Nov 18 '18 at 21:44










2 Answers
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active

oldest

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1














I think it makes sense if the terms of your series are all positive and the series converges.
For example if $A=sum_{n=1}^infty a_n$, then you can define the probability distribution $p_n=a_n/A$. Hence, using the entropy definition $S=-sum_{n=1}^infty p_nln p_n$, which is the standard definition of statistical mechanics divided by the Boltzmann constant $k_B$. For example, we could define then the entropy of Riemann's zeta function $zeta(s)=sum_{n=1}^inftyfrac{1}{n^s}$. Using the probability distribution $p_n(s)=1/(zeta(s)n^s)$, we obtain the "entropy" of the
zeta function:
begin{align}
S(s) &= frac{1}{zeta(s)}sum_{n=1}^inftyfrac{1}{n^s}ln(zeta(s)n^s)=lnzeta(s)+frac{s}{zeta(s)}sum_{n=1}^inftyfrac{ln n}{n^s}=lnzeta(s)-frac{s}{zeta(s)}zeta'(s)\
&=lnzeta(s)-sfrac{dlnzeta(s)}{ds}
end{align}

This is called the zeta distribution.
See here:
https://en.wikipedia.org/wiki/Zeta_distribution
Another example is the Poisson distribution, which you can obtain from the
expansion of $e^{lambda t}$. The probability distribution you get from this
is $p_n=frac{e^{-lambda t}(lambda t)^n}{n!}$.






share|cite|improve this answer































    1














    Your question is a little vague.



    In the context of the Shannon entropy, one natural and usual measure of the "rate of information" of an infinite sequence (more aptly: of a discrete time stochastic process) is the entropy rate:



    $$H_r = lim_{nto infty} frac{H(X_1,X_2 , cdots H_n)}{n}$$



    ... if the limit exists, of course. Notice also that this is not the information of a single full sequence, but a normalized expected value.



    Typically, if $H_r >0$, then the entropy of the infinite sequence is also infinite.
    In particular, if the sequence is produced by a stationary memoryless source (independent symbols with stationary distribution) then $H(X_1,X_2 , cdots H_n)=n H(X_1)$ and $H_r = H(X_1)$



    A little more general: for a stationary first order Markov process, $H_r = H(X_2 mid X_1)$



    If each symbol is totally predictable from the previous one, then $H_r=0$.



    In your case, your sequence is not only predictable but also deterministic, hence $H_r=0$



    This is not the end of the story, though. Because the Shannon entropy requires a probabilistic setting, and sometimes that does not seem very adequate. The typical example: which is the entropy rate of $X_n=$ digits of the decimal expansion of $pi$?
    For an alternative approach to defining the "average information" of a sequence (and hence some alternative "entropy"), using an operational (computational) instead of probabilistic setting, you might look into Kolmogorov complexity






    share|cite|improve this answer























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      2 Answers
      2






      active

      oldest

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      2 Answers
      2






      active

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      active

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      active

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      1














      I think it makes sense if the terms of your series are all positive and the series converges.
      For example if $A=sum_{n=1}^infty a_n$, then you can define the probability distribution $p_n=a_n/A$. Hence, using the entropy definition $S=-sum_{n=1}^infty p_nln p_n$, which is the standard definition of statistical mechanics divided by the Boltzmann constant $k_B$. For example, we could define then the entropy of Riemann's zeta function $zeta(s)=sum_{n=1}^inftyfrac{1}{n^s}$. Using the probability distribution $p_n(s)=1/(zeta(s)n^s)$, we obtain the "entropy" of the
      zeta function:
      begin{align}
      S(s) &= frac{1}{zeta(s)}sum_{n=1}^inftyfrac{1}{n^s}ln(zeta(s)n^s)=lnzeta(s)+frac{s}{zeta(s)}sum_{n=1}^inftyfrac{ln n}{n^s}=lnzeta(s)-frac{s}{zeta(s)}zeta'(s)\
      &=lnzeta(s)-sfrac{dlnzeta(s)}{ds}
      end{align}

      This is called the zeta distribution.
      See here:
      https://en.wikipedia.org/wiki/Zeta_distribution
      Another example is the Poisson distribution, which you can obtain from the
      expansion of $e^{lambda t}$. The probability distribution you get from this
      is $p_n=frac{e^{-lambda t}(lambda t)^n}{n!}$.






      share|cite|improve this answer




























        1














        I think it makes sense if the terms of your series are all positive and the series converges.
        For example if $A=sum_{n=1}^infty a_n$, then you can define the probability distribution $p_n=a_n/A$. Hence, using the entropy definition $S=-sum_{n=1}^infty p_nln p_n$, which is the standard definition of statistical mechanics divided by the Boltzmann constant $k_B$. For example, we could define then the entropy of Riemann's zeta function $zeta(s)=sum_{n=1}^inftyfrac{1}{n^s}$. Using the probability distribution $p_n(s)=1/(zeta(s)n^s)$, we obtain the "entropy" of the
        zeta function:
        begin{align}
        S(s) &= frac{1}{zeta(s)}sum_{n=1}^inftyfrac{1}{n^s}ln(zeta(s)n^s)=lnzeta(s)+frac{s}{zeta(s)}sum_{n=1}^inftyfrac{ln n}{n^s}=lnzeta(s)-frac{s}{zeta(s)}zeta'(s)\
        &=lnzeta(s)-sfrac{dlnzeta(s)}{ds}
        end{align}

        This is called the zeta distribution.
        See here:
        https://en.wikipedia.org/wiki/Zeta_distribution
        Another example is the Poisson distribution, which you can obtain from the
        expansion of $e^{lambda t}$. The probability distribution you get from this
        is $p_n=frac{e^{-lambda t}(lambda t)^n}{n!}$.






        share|cite|improve this answer


























          1












          1








          1






          I think it makes sense if the terms of your series are all positive and the series converges.
          For example if $A=sum_{n=1}^infty a_n$, then you can define the probability distribution $p_n=a_n/A$. Hence, using the entropy definition $S=-sum_{n=1}^infty p_nln p_n$, which is the standard definition of statistical mechanics divided by the Boltzmann constant $k_B$. For example, we could define then the entropy of Riemann's zeta function $zeta(s)=sum_{n=1}^inftyfrac{1}{n^s}$. Using the probability distribution $p_n(s)=1/(zeta(s)n^s)$, we obtain the "entropy" of the
          zeta function:
          begin{align}
          S(s) &= frac{1}{zeta(s)}sum_{n=1}^inftyfrac{1}{n^s}ln(zeta(s)n^s)=lnzeta(s)+frac{s}{zeta(s)}sum_{n=1}^inftyfrac{ln n}{n^s}=lnzeta(s)-frac{s}{zeta(s)}zeta'(s)\
          &=lnzeta(s)-sfrac{dlnzeta(s)}{ds}
          end{align}

          This is called the zeta distribution.
          See here:
          https://en.wikipedia.org/wiki/Zeta_distribution
          Another example is the Poisson distribution, which you can obtain from the
          expansion of $e^{lambda t}$. The probability distribution you get from this
          is $p_n=frac{e^{-lambda t}(lambda t)^n}{n!}$.






          share|cite|improve this answer














          I think it makes sense if the terms of your series are all positive and the series converges.
          For example if $A=sum_{n=1}^infty a_n$, then you can define the probability distribution $p_n=a_n/A$. Hence, using the entropy definition $S=-sum_{n=1}^infty p_nln p_n$, which is the standard definition of statistical mechanics divided by the Boltzmann constant $k_B$. For example, we could define then the entropy of Riemann's zeta function $zeta(s)=sum_{n=1}^inftyfrac{1}{n^s}$. Using the probability distribution $p_n(s)=1/(zeta(s)n^s)$, we obtain the "entropy" of the
          zeta function:
          begin{align}
          S(s) &= frac{1}{zeta(s)}sum_{n=1}^inftyfrac{1}{n^s}ln(zeta(s)n^s)=lnzeta(s)+frac{s}{zeta(s)}sum_{n=1}^inftyfrac{ln n}{n^s}=lnzeta(s)-frac{s}{zeta(s)}zeta'(s)\
          &=lnzeta(s)-sfrac{dlnzeta(s)}{ds}
          end{align}

          This is called the zeta distribution.
          See here:
          https://en.wikipedia.org/wiki/Zeta_distribution
          Another example is the Poisson distribution, which you can obtain from the
          expansion of $e^{lambda t}$. The probability distribution you get from this
          is $p_n=frac{e^{-lambda t}(lambda t)^n}{n!}$.







          share|cite|improve this answer














          share|cite|improve this answer



          share|cite|improve this answer








          edited Nov 20 '18 at 12:12

























          answered Nov 20 '18 at 2:01









          minmax

          48518




          48518























              1














              Your question is a little vague.



              In the context of the Shannon entropy, one natural and usual measure of the "rate of information" of an infinite sequence (more aptly: of a discrete time stochastic process) is the entropy rate:



              $$H_r = lim_{nto infty} frac{H(X_1,X_2 , cdots H_n)}{n}$$



              ... if the limit exists, of course. Notice also that this is not the information of a single full sequence, but a normalized expected value.



              Typically, if $H_r >0$, then the entropy of the infinite sequence is also infinite.
              In particular, if the sequence is produced by a stationary memoryless source (independent symbols with stationary distribution) then $H(X_1,X_2 , cdots H_n)=n H(X_1)$ and $H_r = H(X_1)$



              A little more general: for a stationary first order Markov process, $H_r = H(X_2 mid X_1)$



              If each symbol is totally predictable from the previous one, then $H_r=0$.



              In your case, your sequence is not only predictable but also deterministic, hence $H_r=0$



              This is not the end of the story, though. Because the Shannon entropy requires a probabilistic setting, and sometimes that does not seem very adequate. The typical example: which is the entropy rate of $X_n=$ digits of the decimal expansion of $pi$?
              For an alternative approach to defining the "average information" of a sequence (and hence some alternative "entropy"), using an operational (computational) instead of probabilistic setting, you might look into Kolmogorov complexity






              share|cite|improve this answer




























                1














                Your question is a little vague.



                In the context of the Shannon entropy, one natural and usual measure of the "rate of information" of an infinite sequence (more aptly: of a discrete time stochastic process) is the entropy rate:



                $$H_r = lim_{nto infty} frac{H(X_1,X_2 , cdots H_n)}{n}$$



                ... if the limit exists, of course. Notice also that this is not the information of a single full sequence, but a normalized expected value.



                Typically, if $H_r >0$, then the entropy of the infinite sequence is also infinite.
                In particular, if the sequence is produced by a stationary memoryless source (independent symbols with stationary distribution) then $H(X_1,X_2 , cdots H_n)=n H(X_1)$ and $H_r = H(X_1)$



                A little more general: for a stationary first order Markov process, $H_r = H(X_2 mid X_1)$



                If each symbol is totally predictable from the previous one, then $H_r=0$.



                In your case, your sequence is not only predictable but also deterministic, hence $H_r=0$



                This is not the end of the story, though. Because the Shannon entropy requires a probabilistic setting, and sometimes that does not seem very adequate. The typical example: which is the entropy rate of $X_n=$ digits of the decimal expansion of $pi$?
                For an alternative approach to defining the "average information" of a sequence (and hence some alternative "entropy"), using an operational (computational) instead of probabilistic setting, you might look into Kolmogorov complexity






                share|cite|improve this answer


























                  1












                  1








                  1






                  Your question is a little vague.



                  In the context of the Shannon entropy, one natural and usual measure of the "rate of information" of an infinite sequence (more aptly: of a discrete time stochastic process) is the entropy rate:



                  $$H_r = lim_{nto infty} frac{H(X_1,X_2 , cdots H_n)}{n}$$



                  ... if the limit exists, of course. Notice also that this is not the information of a single full sequence, but a normalized expected value.



                  Typically, if $H_r >0$, then the entropy of the infinite sequence is also infinite.
                  In particular, if the sequence is produced by a stationary memoryless source (independent symbols with stationary distribution) then $H(X_1,X_2 , cdots H_n)=n H(X_1)$ and $H_r = H(X_1)$



                  A little more general: for a stationary first order Markov process, $H_r = H(X_2 mid X_1)$



                  If each symbol is totally predictable from the previous one, then $H_r=0$.



                  In your case, your sequence is not only predictable but also deterministic, hence $H_r=0$



                  This is not the end of the story, though. Because the Shannon entropy requires a probabilistic setting, and sometimes that does not seem very adequate. The typical example: which is the entropy rate of $X_n=$ digits of the decimal expansion of $pi$?
                  For an alternative approach to defining the "average information" of a sequence (and hence some alternative "entropy"), using an operational (computational) instead of probabilistic setting, you might look into Kolmogorov complexity






                  share|cite|improve this answer














                  Your question is a little vague.



                  In the context of the Shannon entropy, one natural and usual measure of the "rate of information" of an infinite sequence (more aptly: of a discrete time stochastic process) is the entropy rate:



                  $$H_r = lim_{nto infty} frac{H(X_1,X_2 , cdots H_n)}{n}$$



                  ... if the limit exists, of course. Notice also that this is not the information of a single full sequence, but a normalized expected value.



                  Typically, if $H_r >0$, then the entropy of the infinite sequence is also infinite.
                  In particular, if the sequence is produced by a stationary memoryless source (independent symbols with stationary distribution) then $H(X_1,X_2 , cdots H_n)=n H(X_1)$ and $H_r = H(X_1)$



                  A little more general: for a stationary first order Markov process, $H_r = H(X_2 mid X_1)$



                  If each symbol is totally predictable from the previous one, then $H_r=0$.



                  In your case, your sequence is not only predictable but also deterministic, hence $H_r=0$



                  This is not the end of the story, though. Because the Shannon entropy requires a probabilistic setting, and sometimes that does not seem very adequate. The typical example: which is the entropy rate of $X_n=$ digits of the decimal expansion of $pi$?
                  For an alternative approach to defining the "average information" of a sequence (and hence some alternative "entropy"), using an operational (computational) instead of probabilistic setting, you might look into Kolmogorov complexity







                  share|cite|improve this answer














                  share|cite|improve this answer



                  share|cite|improve this answer








                  edited Nov 20 '18 at 14:14

























                  answered Nov 19 '18 at 23:29









                  leonbloy

                  40.4k645107




                  40.4k645107






























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