Rényi Entropy and Rényi Divergence in Sequential Effect Algebra

Abstract

The aim of this study is to extend the results concerning the Shannon entropy and Kullback–Leibler divergence in sequential effect algebra to the case of Rényi entropy and Rényi divergence. For this purpose, the Rényi entropy of finite partitions in sequential effect algebra and its conditional version are proposed and the basic properties of these entropy measures are derived. In addition, the notion of Rényi divergence of a partition in sequential effect algebra is introduced and the basic properties of this quantity are studied. In particular, it is proved that the Kullback–Leibler divergence and Shannon’s entropy of partitions in a given sequential effect algebra can be obtained as limits of their Rényi divergence and Rényi entropy respectively. Finally, to illustrate the results, some numerical examples are presented.