Observability of Rényi’s entropy

Abstract

Despite recent claims we argue that Rényi's entropy is an observable quantity. It is shown that, contrary to popular belief, the reported domain of instability for Rényi entropies has zero measure (Bhattacharyya measure). In addition, we show that the instabilities can be easily emended by introducing a coarse graining into an actual measurement. We also clear up any doubts regarding the observability of Rényi's entropy in (multi)fractal systems and in systems with absolutely continuous probability density functions.