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Teoriya Veroyatnostei i ee Primeneniya, 1962, Volume 7, Issue 3, Pages 312–322
(Mi tvp4726)
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This article is cited in 5 scientific papers (total in 5 papers)
On a Measure of Stochastic Dependence
S. P. Lloyd Bell Telephone Laboratories, Murray Hill, New Jersey
Abstract:
An explicit expression is found for the amount of information (in the sense of A. N. Kolmogorov) about one
$\sigma$-subalgebra contained in another $\sigma$-subalgebra of an abstract algebra with a probability measure. The formula obtained is generalized to a system of subalgebras of any cardinal number. The generalized quantity is a natural measure of the amount of stochastic dependence an such a system.
Received: 28.09.1960
Citation:
S. P. Lloyd, “On a Measure of Stochastic Dependence”, Teor. Veroyatnost. i Primenen., 7:3 (1962), 312–322; Theory Probab. Appl., 7:3 (1962), 301–312
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Abstract page: | 121 | Full-text PDF : | 101 |
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