Approximating Information Measures for Fields

Abstract

We supply corrected proofs of the invariance of completion and the chain rule for the Shannon information measures of arbitrary fields, as stated by Dębowski in 2009. Our corrected proofs rest on a number of auxiliary approximation results for Shannon information measures, which may be of an independent interest. As also discussed briefly in this article, the generalized calculus of Shannon information measures for fields, including the invariance of completion and the chain rule, is useful in particular for studying the ergodic decomposition of stationary processes and its links with statistical modeling of natural language.