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Information functionals with applications to random walk and statistics

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Abstract

Information functionals such as entropy and divergence are discussed with respect to the relations between these notions and are applied to the convergence of convolution products of probability measure on the real line and on a compact group, to the Liouville property for harmonic functions related to a random walk in an arbitrary locally compact group, and to the study of sufficient kernels between general measure spaces.

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Correspondence to Herbert Heyer.

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Heyer, H. Information functionals with applications to random walk and statistics. J Stat Theory Pract 9, 896–933 (2015). https://doi.org/10.1080/15598608.2015.1053638

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  • DOI: https://doi.org/10.1080/15598608.2015.1053638

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