Shannon entropy: a rigorous notion at the crossroads between probability, information theory, dynamical systems and statistical physics

Annick Lesne

Mathematical Structures in Computer Science · 2014 · 215 citations · 86 references

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TL;DR

Shannon entropy, introduced as a measure of missing information in a random source, extends to an entropy rate that bounds coding and compression, yet its relevance beyond physics remains to be demonstrated. The paper aims to relate statistical entropy and entropy rate to other entropy notions across probability, computer science, dynamical systems, and statistical physics. The authors employ mathematical foundations such as entropy concentration, Sanov, Shannon–McMillan–Breiman, Lempel–Ziv, and Pesin theorems to clarify interpretation and provide a rigorous basis for maximum entropy principles. These perspectives position entropy and relative entropy centrally in statistical laws of collective behaviour, offering insights into randomness, typicality, and disorder.

Abstract

Statistical entropy was introduced by Shannon as a basic concept in information theory measuring the average missing information in a random source. Extended into an entropy rate, it gives bounds in coding and compression theorems. In this paper, I describe how statistical entropy and entropy rate relate to other notions of entropy that are relevant to probability theory (entropy of a discrete probability distribution measuring its unevenness), computer sciences (algorithmic complexity), the ergodic theory of dynamical systems (Kolmogorov–Sinai or metric entropy) and statistical physics (Boltzmann entropy). Their mathematical foundations and correlates (the entropy concentration, Sanov, Shannon–McMillan–Breiman, Lempel–Ziv and Pesin theorems) clarify their interpretation and offer a rigorous basis for maximum entropy principles. Although often ignored, these mathematical perspectives give a central position to entropy and relative entropy in statistical laws describing generic collective behaviours, and provide insights into the notions of randomness, typicality and disorder. The relevance of entropy beyond the realm of physics, in particular for living systems and ecosystems, is yet to be demonstrated.

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