In information theory, the entropy of a random variable is the average level of "information", "surprise", or "uncertainty" inherent to the variable's possible outcomes. Given a discrete random variable , which takes values in the set and is distributed according to , the entropy is
A random variable is a mathematical formalization of a quantity or object which depends on random events. The term 'random variable' in its mathematical definition refers to neither randomness nor variability but instead is a mathematical function in which
In the mathematical field of real analysis, the monotone convergence theorem is any of a number of related theorems proving the good convergence behaviour of monotonic sequences, i.e. sequences that are non-increasing, or non-decreasing. In its simplest form, it says that a non-decreasing bounded-above sequence of real numbers converges to its smallest upper bound, its supremum. Likewise, a non-increasing bounded-below sequence converges to its largest lower bound, its infimum. In particular, infinite sums of non-negative numbers converge to the supremum of the partial sums if and only if the partial sums are bounded.
In mathematics, Fatou's lemma establishes an inequality relating the Lebesgue integral of the limit inferior of a sequence of functions to the limit inferior of integrals of these functions. The lemma is named after Pierre Fatou.
Vapnik–Chervonenkis theory was developed during 1960–1990 by Vladimir Vapnik and Alexey Chervonenkis. The theory is a form of computational learning theory, which attempts to explain the learning process from a statistical point of view.
In probability theory, the conditional expectation, conditional expected value, or conditional mean of a random variable is its expected value evaluated with respect to the conditional probability distribution. If the random variable can take on only a finite number of values, the "conditions" are that the variable can only take on a subset of those values. More formally, in the case when the random variable is defined over a discrete probability space, the "conditions" are a partition of this probability space.
In mathematical statistics, the Fisher information is a way of measuring the amount of information that an observable random variable X carries about an unknown parameter θ of a distribution that models X. Formally, it is the variance of the score, or the expected value of the observed information.
Quantum statistical mechanics is statistical mechanics applied to quantum mechanical systems. In quantum mechanics a statistical ensemble is described by a density operator S, which is a non-negative, self-adjoint, trace-class operator of trace 1 on the Hilbert space H describing the quantum system. This can be shown under various mathematical formalisms for quantum mechanics.
In information theory, joint entropy is a measure of the uncertainty associated with a set of variables.
In probability theory, if a large number of events are all independent of one another and each has probability less than 1, then there is a positive probability that none of the events will occur. The Lovász local lemma allows one to relax the independence condition slightly: As long as the events are "mostly" independent from one another and aren't individually too likely, then there will still be a positive probability that none of them occurs. It is most commonly used in the probabilistic method, in particular to give existence proofs.
A Dynkin system, named after Eugene Dynkin, is a collection of subsets of another universal set satisfying a set of axioms weaker than those of 𝜎-algebra. Dynkin systems are sometimes referred to as 𝜆-systems or d-system. These set families have applications in measure theory and probability.
In information theory, Fano's inequality relates the average information lost in a noisy channel to the probability of the categorization error. It was derived by Robert Fano in the early 1950s while teaching a Ph.D. seminar in information theory at MIT, and later recorded in his 1961 textbook.
In mathematics, a π-system on a set is a collection of certain subsets of such that
In mathematics, uniform integrability is an important concept in real analysis, functional analysis and measure theory, and plays a vital role in the theory of martingales.
In mathematics, the Vitali covering lemma is a combinatorial and geometric result commonly used in measure theory of Euclidean spaces. This lemma is an intermediate step, of independent interest, in the proof of the Vitali covering theorem. The covering theorem is credited to the Italian mathematician Giuseppe Vitali. The theorem states that it is possible to cover, up to a Lebesgue-negligible set, a given subset E of Rd by a disjoint family extracted from a Vitali covering of E.
In mathematics, a filter on a set is a family of subsets such that:
- and
- if and , then
- If and , then
In computational learning theory, Rademacher complexity, named after Hans Rademacher, measures richness of a class of sets with respect to a probability distribution. The concept can also be extended to real valued functions.
Inequalities are very important in the study of information theory. There are a number of different contexts in which these inequalities appear.
Filters in topology, a subfield of mathematics, can be used to study topological spaces and define all basic topological notions such as convergence, continuity, compactness, and more. Filters, which are special families of subsets of some given set, also provide a common framework for defining various types of limits of functions such as limits from the left/right, to infinity, to a point or a set, and many others. Special types of filters called ultrafilters have many useful technical properties and they may often be used in place of arbitrary filters.
In the mathematical field of set theory, an ultrafilter on a set is a maximal filter on the set In other words, it is a collection of subsets of that satisfies the definition of a filter on and that is maximal with respect to inclusion, in the sense that there does not exist a strictly larger collection of subsets of that is also a filter. Equivalently, an ultrafilter on the set can also be characterized as a filter on with the property that for every subset of either or its complement belongs to the ultrafilter.
