THE MATHEMATICAL THEORYOF COMMUNICATION
by Claude E. Shannon and Warren Weaver

THE UNIVERSITY OF ILLINOIS PRESS . URBANA· 1964

Tenth printing, 1964
Also printed in paperbound edition, 1963 and 1964

First paperbound edition, 1963

Copyright 1949 by the Board of Trustees of t ho Umvorsity of Illinois.
Manufactured in the United States of America.
Library of Congress Catalog Card No. 49-11922.

Preface
Recent years have witnessed considerable research activity incommunication theory by a number of workers both here andabroad. In view of the widespread interest in this field, Dean
L. N. Ridenour suggested the present volume consisting of two
papers on this subject.
The first paper has not previously been printed in its present
form, although a condensation appeared in Scientific American,
July, 1949. In part, it consists of an expository introduction to
the general theory and may well be read first by those desiring apanoramic view of the field before entering into the more mathematical aspects. In addition, some ideas are suggested forbroader application of the fundamental principles of communication theory.
The second paper is reprinted from the Bell System Technical
Journal, July and October, 1948, with no changes except the correction of minor errata and the inclusion of some additionalreferences, It is intcnded that subscquent developments in thefield will be treated in a projected work dealing with more general
aspects of information theory.
It gives us pleasure to express our thanks to Dean Ridenour for
making this book possible, and to the University of Illinois Press
for their splendid cooperation.
C.E.SHANNON

September, 1949

CONTENTS
RECENT CONTRIBUTIONS TO THE MATHEMATICAL THEORYOF COMMUNICATION

1Warren Weaver, The Rockefeller Foundation

THE MATHEMATICAL THEORY OF COMMUNICATION

Claude E. Shannon, Bell Telephone Laboratories

29

RECENT CONTRIBUTIONS TO THE MATHEMATICAL
THEORY OF COMMUNICATION
By Warren Weaver

-11-----------~

·~·1

___
OurnlftllCllJ~mmUm"ClLlUIl~ LuuleS

1.1. Communication

The word communication will be used here in a very broad sense
to include all of the procedures by which one mind may affectanother. This, of course, involves not only written and oral
speech, but also music, the pictorial arts, the theatre, the ballet,
and in fact all human behavior. In some connections it may bedesirable to use a still broader definition of communication,
namely, one which would include the procedures by means ofwhich one mechanism (say automatic equipment to track an
airplane and to compute its probable future positions) affects
another mechanism (say a guided missile chasing this airplane).
The language of this memorandum will often appear to refer tothe special, but still very broad and important, field of the communication of speech; but practically everything said applies
1 This paper is written in three main sections. In the first and third, W. W.
is responsible both for the ideas and the form. The middle section, namely"2), Communication Problems of Level A" is an interpretation of mathematical papers by Dr. Claude E. Shannon of the Bell Telephone Laboratories. Dr. Shannon's work roots back, as von Neumann has pointed out,
to Boltzmann's observation, in some of his work on statistical physics(1894), that entropy is related to "missing information," inasmuch as it isrelated to the number of alternatives which remain possible to a physicalsystem after all the macroscopically observable information concerning it
has been recorded. L. Szilard (Zsch. f. Phys. Vol. 53, 1925) extended thisidea to a general discussion of information in physics, and von Neumann(Math Foundation of Qll,antum M echanics, Berlin, 1932, Chap. V) treated
information in quantum mechanics and particle physics. Dr. Shannon's
work connects more directly with certain ideas developed some twenty
years ago by H. Nyquist and R. V. L. Hartley, both of the Bell Laboratones; and Dr. Shannon has himself emphasIzed that communication theory
owes a great debt to Professor Norbert Wiener for much of its basic
philosophy. Professor "vViener, on the other hand, points out that Shannon's
eaIly work on switching and mathematical logic antedated his own interestin this field; and generously adds that Shannon certainly deserves credit
for independent development of sueh fundamental aspects of the theory as
the introduction of entropic ideas. Shannon has naturally been speciallyconcerned to push the applications to engineering communication, while
Wiener has been more concerned with biological application (central
nervous system phenomena, etc.).

The Mathematical Theory of Communication4

equally well to music of any sort, and to still or moving pictures,as in television.
1.2. Three Levels of Communications Problems

Relative to the broad subject of communication, there seem to be
problems at three levels. Thus it seems reasonable to ask, serially:
LEVEL A.

How accurately can the symbols of communication betransmitted? (The technical problem.)

LEVEL B.

How precisely do the transmitted symbols convey thedesired meaning? (The semantic problem.)

LEVEL C.

How effectively does the received meaning affect conduct in the desired way? (The effectiveness problem.)

The technical problems are concerned with the accuracy oftransference from sender to receiver of sets of symbols (written
speech), or of a continuously varying signal (telephonic or radiotransmission of voice or music) , or of a continuously varying twodimensional pattern (television), etc. Mathematically, the first
involves transmission of a finite set of discrete symbols, thesecond the transmission of one continuous function of time, andthe third the transmission of many continuous functions of timeor of one continuous function of time and of two space coordinates.
The semantic problems are concerned with the identity, or satisfactorily eIose approximation, in the interpretation of meaningby the receiver, as compared with the intended meaning of thesender. This is a very deep and involved situation, even when one
deals only with the relatively simpler problems of communicating
through speech.
One essential complication is illustrated by the remark that if
Mr. X is suspected not to understand what Mr. Y says, then it istheoretically not possible, by having Mr. Y do nothing but talkfurther with Mr. X, completely to clarify this situa.tion in a.ny
finite time. If Mr. Y says "Do you nm·v understand me?" andMr. X says "Certainly, I do;" this is not necessarily a eertifteation that understanding has been achIeved. It may just be that
Mr. X did not understand the question. If this sounds silly, trySome Recent Contributions: Weaver

5

it again a8 "Czy pan mnie rozumie?" "Nith the ans\ver "Haiwakkate imasu." I think that this basic difficulty2 is, at least in
the restricted field of speech communication, reduced to a tolerable size (but never completely eliminated) by "explanations"which (a) are presumably never more than approximations to theideas being explained, but which (b) are understandable since
they are phrased in language which has previously been madereasonably clear by operational means. For example, it does nottake long to make the symbol for "yes" in any language operationally understandable.
The semantic problem has wide ramifications if one thinks ofcommunication in general. Consider, for example, the meaning toa Russian of a U.S. newsreel picture.
The effectiveness problems are concerned with the success withwhich the meaning conveyed to the receiver leads to the desired
conduct on his part. It may seem at first glance undesirably
narrow to imply that the purpose of all communication is to influence the conduct of the receiver. But with any reasonably broad
definition of conduct, it is clear that communication either affects
conduct or is without any discernible and probable effect at all.
The problem of effectiveness involves aesthetic considerationsin the case of the fine arts. In the case of speech, written or oral,
it involves considerations which range all the way from the mere
mechanics of style, through all the psychological and emotional
aspects of propaganda theory, to those value judgments which arenecessary to give useful meaning to the words "success" and"desired" in the opening sentence of this section on effectiveness.
The effectiveness problem is closely interrelated with the semantIc problem, and overlaps It In a rather vague way; and"When Pfungst (1911) demonstrated that the horses of Elberfeld, whowere showmg marvelous hngUIstiC and mathematIcal abIhty, were merely
reactmg to movements of the trainer's head, Mr. Krall (1911), their owner,
met the criticism in the most direct manner. He asked the horses whether
they could see such small movements and in answer they spelled out anemphatic 'No.' Unfortunately we cannot all be so sure that our questions
are understood 01' obtain such clear answers." See Lashley, K. S., "Persistent Problems in the Evolution of Mind" in Quat terly Review of Biology,
v. 24, March, 1949, p. 28.

2

6

The Al athematical Theory of Communication

there is in fact overlap betvv"een all of the suggested categories ofproblems.
1.3. Comments

So stated, one would be inclined to think that Level A is a relatively superficial one, involving only the engineering details ofgood design of a communication system; while Band C seem tocontain most if not all of the philosophical content of the general
problem of communication.
The mathematical theory of the engineering aspects of communication, as developed chiefly by Claude Shannon at the Bell
Telephone Laboratories, admittedly applies in the first instanceonly to problem A, namely, the technical problem of accuracy oftransference of various types of signals from sender to receiver.
But the theory has, I think, a deep significance which proves thatthe preceding paragraph is seriously inaccurate. Part of the significance of the new theory comes from the fact that levels BandC, above, can make use only of those signal accuracies which turnout to be possible when analyzed at Level A. Thus any limitations discovered in the theory at Level A necessarily apply tolevels Band C. But a larger part of the significance comes fromthe fact that the analysis at Level A discloses that this level overlaps the other levels more than one could possible naively suspect.
Thus the theory of Level A is, at least to a significant degree, alsoa theory of levels Band C. I hope that the succeeding parts ofthis memorandum will illuminate and justify these last remarks.

-2--------------1etJmmunication-Problems at---l-eYel-A-------2.1. A Communication System and Its Problems

The communication system considered may be symbolically represented as follows:7

Some Recent Contributions : Weaver

INFORMATIONSOURCE
TRANSMITTER~RECEIVER

SIGNALr"1
L oJ RECEIVED

SIGNALMESSAGEDESTINATION

f-.MESSAGENOISE
SOURCEThe information source. selects a desired message out of a set of
possible messages (this is a particularly important remark, which
requires considerable explanation later). The selected message
may consist of written or spoken words, or of pictures, music, etc.
The transmitter changes this message into the signal which isactually sent over the communication channel from the transmitter to the receiver. In the case of telephony, the channel is a wire,
the signal a varying electrical current on this wire; the transmitter is the set of devices (telephone transmitter, etc.) whichchange the sound pressure of the voice into the varying electricalcurrent. In telegraphy, the transmitter codes written words intosequences of interrupted currents of varying lengths (dots, dashes,
spaces). In oral speech, the information source is the brain, thetransmitter is the voice mechanism producing the varying soundpressure (the signal) which is transmitted through the air (thechannel). In radio, the channel is simply space (or the aether, if
anyone still prefers that antiquated and misleading word), andthe signal is the electromagnetic wave which is transmitted.
The receiver is a sort of inverse transmitter, changing the transmitted signal back into a message, and banding this message onto the destination. When I talk to you, my brain is the information source, yours the destination; my vocal system is the transmitter, and your ear and the associated eighth nerve is thereceiver.

In the process of being transmitted, it is unfortunately characteristic that certain thmgs are added to the signal which were notintended by the information source. These unwanted additions

8

The Mathematical Theory of Communication

may be distortions of sound (in telephony, for example) or static(in radio), or distortions in shape or shading of picture (television), or errors in transmission (telegraphy or facsimile), etc.
All of these changes in the transmitted signal are called noise.
The kind of questions which one seeks to ask concerning sucha communication system are:a. How does one measure amount of information?
b. How does one measure the capacity of a communication
channel?
c. The action of the transmitter in changing the message into
the signal often involves a coding process. What are the characteristics of an efficient coding process? And when the coding is
as efficient as possible, at what rate can the channel convey
information?
d. What are the general characteristics of noise? How does
noise affect the accuracy of the message finally received at thedestination? How can one minimize the undesirable effects ofnoise, and to what extent can they be eliminated?
e. If the signal being transmitted is continuous (as in oral
speech or music) rather than being formed of discrete symbols(as in written speech, telegraphy, etc.), how does this fact affectthe problem?
We will now state, without any proofs and with a minimumof mathematical terminology, the main results which Shannon has
obtained.
2.2. Information

The word information, in this theory, is used in a special sensethat must not be confused with its ordinary usage. In particular,
information must not be confused with meaning.
In face, two messages, one of which is heavily loaded withmeaning and the other of which is pure nonsense, can be exactly
equivalent, from the present viewpoint, as regards information.
It is this, undoubt.edly, that Shannon means when he says that"the semantic aspects of communication are irrelevant to the engineering aspects." But this does not mean that the engineering
aspects are necessarl1y Irrelevant to the semantic aspects.
To be sure, this word information in communication theory
relates not so much to what you d(1 sa.y, as to what you CQuld say.

Some Recent Contributions: Weaver

9

That is, information is a measure of one's freedom of choice when
one selects a message. If one is confronted with a very elementary
situation where he has to choose one of two alternatIve messages,
then it is arbitrarily said that the information, associated withthis situation, is unity. Note that it is misleading (although often
convenient) to say that one or the other message, conveys unit
information. The concept of information applies not to the individual messages (as the concept of meaning would), but rather
to the situation as a whole, the unit information indicating thatin this situation one has an amount of freedom of choice, in
selecting a message, which it is convenient-to regard as a standard
or unit amount.
The two messages between which one must choose, in such a
selection, can be anything one likes. One might be the text of theKing James Version of the Bible, and the other might be "Yes."
The transmitter might code these two messages so that "zero" isthe signal for the first, and "one" the signal for the second; or sothat a closed circuit (current flowing) is the signal for the first,
and an open circuit (no current flowing) the signal for the second. Thus the two positions, closed and open, of a simple relay,
might correspond to the two messages.
To be somewhat more definite, the amount of information isdefined, in the simplest cases, to be measured by the logarithm of
the number of available choices. It being convenient to use logarithms" to the base 2, rather than common or Briggs' logarithm
to the base 10, the information, when there are only two choices,is proportional to the logarithm of 2 to the base 2. But this isunity; so that a two-choice situation is characterized by information of unity, as has already been stated above. This unit of
information is called a "bit," this "Nord, first suggested by Johnbers are expressed in the binary system there are only two digits,
namely 0 and 1; just as ten digits, 0 to 9 inclusive, are used in
the decimal number system which employs 10 as a base. Zeroand one may be taken symbolically to represent any tvlO choices,
as noted above; so that "binary digit" or "bit" is natural to associate with the two-choice situation which has unit information.
If one has available say 16 alternative messages among which• When m" = y, then z is said to be the logarithm of y to the base m.

10

The Mathematical Theory of Communication

he is equally free to choose, then since 16
2 4 80 that log2 16
4,
one says that this situation is characterized by 4 bits of information.
It doubtless seems queer, when one first meets it, that information is defined as the logarithm of the number of choices. But inthe unfolding of the theory, it becomes more and more obviousthat logarithmic measures are in fact the natural ones. At the
moment, only one indication of this will be given. It was mentioned above that one simple on-or-off relay, with its two positions labeled, say, 0 and 1 respectively, can handle a unit information situation, in which there are but two message choices. If
one relay can handle unit information, how much can be handled
by say three relays? It seems very reasonable to want to saythat three relays could handle three times as much information
as one. And this indeed is the way it works out if one uses thelogarithmic definition of information. For three relays are capable of responding to 2 3 or 8 choices, which symbolically might bewritten as 000, 001, 011, 010, 100, 110, 101, 111, in the first ofwhich all three relays are open, and in the last of which all three
relays are closed. And the logarithm to the base 2 of 2 3 is 3, sothat the logarithmic measure assigns three units of information
to this situation, just as one would wish. Similarly, doubling theavailable time squares the number of possible messages, anddoubles the logarithm; and hence doubles the information if it ismeasured logarithmically.
The remarks thus far relate to artificially simple situations
where the information source is free to choose only between several definite messages -like a man picking out one of a set ofstandard birthday greeting telegrams A more natura.l and more
important situation is that in which the information source makes
a sequence of choices from some set of elementary symbols, theselected sequence then forming the message. Thus a man may
pick out one word after another, these individually selected words
then adding up to fonn the message.
At this point an important consideration which has been in the
background, so far, comes to the front for major attention.
Namely, the role whIch probabIhty plays III the generatIOn of themessage. For as the successive symbols are chosen, these choices
are, at least from the point of view of the communication system,

Some Recent Contributions : Weaver

11

governed by probabilities; and in fact by probabilities which are
not independent, but which, at any stage of the process, depend
upon the precedmg chOIces. Thus, If we are concerned wIth
English speech, and if the last symbol chosen is "the," then theprobability that the next word be an article, or a verb form otherthan a verbal, is very small. This probabilistic influence stretches
over more than two words, in fact. After the three words "in theevent" the probability for "that" as the next word is fairly high,and for "elephant" as the next word is very low.
That there are probabilities which exert a certain degree of control over the English language also becomes obvious if one thinks,
for example, of the fact that in our language the dictionary contains no words whatsoever in which the initial letter j is followedby b, c, d, I, g, j, k, I, q, r, t, v, w, x, or z ; so that the probability
is actually zero that an initial j be followed by any of theseletters. Similarly, anyone would agree that the probability is low
for such a sequence of words as "Constantinople fishing nasty
pink." Incidentally, it is low, but not zero; for it is perfectly
possible to think of a passage in which one sentence closes with"Constantinople fishing," and the next begins with "Nasty pink."
And we might observe in passing that the unlikely four-wordsequence under discussion has occurred in a single good English
sentence, namely the one above.
A system which produces a sequence of symbols (which may,of course, be letters or musical notes, say, rather than words)
according to certain probabilities is called a stochastic process,and the special case of a stochastic process in which the probabilities depend on the previous events, is called a 11;Jarkoff process
or a Markoff chain. Of the Markoff processes which might conceivably generate messages, t.here is a. special class which is ofprimary importance for communication theory, these being what
are called ergodic processes. The analytical details here are COllIphcated and the reasonmg so deep and involved that it has takensome of the best efforts of the best mathematicians to create theassociated theory; but the rough nature of an ergodic process iseasy to understand. It is one 'Nhich produces a sequence of sym
boIs which would be a poll-taker's dream, because any reasonably
large sample tends to be representative of the sequence as awhole. Suppose that two persons choose samples in different

12

The Mathematical Theory of Communication

ways, and study what trends their statistical properties would
show as the samples become larger. If the situation is ergodic,
then those two persons, however they may have chosen theirsamples, agree in their estimates of the properties of the whole.
Ergodic systems, in other words, exhibit a particularly safe andcomforting sort of statistical regularity.
Now let us return to the idea of information. When we havean information source which is producing a message by successively selecting discrete symbols (letters, words, musical notes,
spots of a certain size, etc.), the probability of choice of thevarious symbols at one stage of the process being dependent on
the previous choices (i.e., a Markoff process), what about the
information associated with this procedure?
The quantity which uniquely meets the natural requirementsthat one sets up for "information" turns out to be exactly thatwhich is known in thermodynamics as entropy. It is expressed interms of the various probabilities involved - those of getting tocertain stages in the process of forming messages, and the probabilities that, when in those stages, certain symbols be chosen
next. The fortnula, moreover, involves the logarithm of probabilities, so that it is a natural generalization of the logarithmic
measure spoken of above in connection with simple cases.
To those who have studied the physical sciences, it is mostsignificant that an entropy-like expression appears in the theory
as a measure of information. Introduced by Clausius nearly one
hundred years ago, closely associated with the name of Boltzmann, and given deep meaning by Gibbs in his classic work on
statistical mechanics, entropy has become so basic and pervasive
a concept that Eddington remarks "The law that entropy always
the second law of thermodynamics holds, I think,increases
the supreme position among the laws of Nature. "In the physical sciences, the entropy associated with a situation is a measure of the degree of randomness, or of "shufHedness" if you will, in the situation; and the tendency of physicalsystems to become less and less organized, to become more andmore perfectly shuffled, is so basic that Eddington argues that
it is prImarIly thIS tendency which grves tIme ItS arrow - which
would reveal to US, for example, whether a movie of the physicalworld is being run forward or backward.

Some Recent Contributions: W eaver

13

Thus when one meets the concept of entropy in communication
a right to suspect
theory, he has a right to be rather excitedthat one has hold of something that may turn out to be basic andimportant. That information be measured by entropy is, after all,natural when we remember that information, in communication
theory, is associated with the amount of freedom of choice wehave in constructing messages. Thus for a communication source
one can say, just as he would also say it of a thermodynamic
ensemble, "This situation is highly organized, it is not characterized by a large degree of randomness or of choice - that is to say,the information (or the entropy) is low." We will return to thispoint later, for unless I am quite mistaken, it is an important
aspect of the more general significance of this theory.
Having calculated the entropy (or the information, or the
freedom of choice) of a certain information source, one can compare this to the maximum value this entropy could have, subject
only to the condition that the source continue to employ the same
symbols. The ratio of the actual to the maximum entropy iscalled the relative entropy of the source. If the relative entropyof a certain source is, say .8, this roughly means that this source
is, in its choice of symbols to form a message, about 80 per centas free as it could possibly be with these same symbols. One
minus the relative entropy is called the redundancy. This is thefraction of the structure of the message which is determined notby the free choice of the sender, but rather by the accepted
statistical rules governing the use of the symbols in question. It
is sensibly called redundancy, for this fraction of the message isin fact redundant in something close to the ordinary sense; thatis to say, this fraction of the message is unnecessary (and hence
repetitive or redundant) in the sense that if it were missing themessage would still be essentially complete, or at least could becompleted.
It is most interesting to note that the redundancy of English
is just about 50 per cent,. so that about half of the letters orwords we choose in writing or speaking are under our free choice,and about half (although we are not ordinarily aware of it) arereally controlled by the statistical structure of the language.
The 50 per cent estimate accounts only for statistical structure out toabout eight letters, so that the ultimate value is presumably a little higher.

t

14

The Mathematical Theory of Communication

Apart from more seriom3 implications, which again we Yv'ill postpone to our final discussion, it is interesting to note that alanguage must have at least 50 per cent of real freedom (orrelative entropy) in the choice of letters if one is to be able toconstruct satisfactory crossword puzzles. If it has complete freedom, then every array of letters is a crossword puzzle. If it has
only 20 per cent of freedom, then it would be impossible to construct crossword puzzles in such complexity and number as would
make the game popular. Shannon has estimated that if the
English language had only about 30 per cent redundancy, thenit would be possible to construct three-dimensional crossword
puzzles.
Before closing this section on information, it should be notedthat the real reason that Level A analysis deals with a concept of
information which characterizes the whole statistical nature of
the information source, and is not concerned with the individual
messages (and not at all directly concerned with the meaning of
the individual messages) is that from the point of view of engineering, a communication system must face the problem ofhandling any message that the source can produce. If it is notpossible or practicable to design a system which can handle
everything perfectly, then the system should be designed tohandle well the jobs it is most likely to be asked to do, andshould resign itself to be less efficient for the rare task. This sortof consideration leads at once to the necessity of characterizing
the statistical nature of the whole ensemble of messages whicha given kind of source can and will produce. And information,
as used in communication theory, does just this.
Although it is not at all the purpose of this paper to be concerned ',vith mathematical details, it nevertheless seems essential
to have as good an understanding as possible of the entropy-like
expression which measures information. If one is concerned, as
in a simple case, with a set of n independent symbols, or a set of n
independent complete messages for that matter, whose probabilities of choice are PI, P2' . • Pn, then the actual expression for
the information is_____------""H~_-----C[Pi log Pi + P2 log P2 + . . .+ Pn log Pn ]f-1-'- - - - orH
~ Pi log Pi.

Some Recent Contributions : Weaver

15\Vhere 5 the symbol It indicates, as is usual in mathematics, that
one is to sum all terms like the typical one, Pi log Pi, written asa defining sample.
This looks a little complicated; but let us see how this expression behaves in some simple cases.
Suppose first that we are choosing only between two possible
messages, whose probabilities are then PI for the first and P2 = 1- PI for the other. If one reckons, for this case, the numericalvalue of H, it turns out that H has its largest value, namely
one, when the two messages are equally probable; that is to say
when PI = P2 = !; that is to say, when one is completely free tochoose between the two messages. Just as soon as one message
becomes more probable than the other (PI greater than P2, say),the value of H decreases. And when one message is very probable(PI almost one and P2 almost zero, say), the value of H is verysmall (almost zero).
In the limiting case where one probability is unity (certainty)
and all the others zero (impossibility), then H is zero (no uncertainty at all- no freedom of choice - no information).
Thus H is largest when the two probabilities are equal (i.e.,
when one is completely free and unbiased in the choice), andreduces to zero when one's freedom of choice is gone.
The situation just described is in fact typical. If there aremany, rather than two, choices, then H is largest when the probabilities of the various choices are as nearly equal as circumstances permit - when one has as much freedom as possible inmaking a choice, being as little as possible driven toward somecertain choices which have more than their share of probability.
Suppose, on the other hand, that one choice has a probability
near one so that all the other choices have probabilities nearzero. This is clearly a situation in which one is heavily influenced
toward one particular choice, and hence has little freedom of
choice. And H in such a case does calculate to have a very smallvalue - the informa.tion (the freedom of choice, the uncertainty)
is low.
'V'Vhen the number of cases is fixed, we have just seen that thenDo not WOrty about the minus sign. Any probability is a number lessthan or equal to one, and the logarithms of numbers less than onc arc
themselves negative. Thus the minus sign is necessary in order that H be5

in fact positive.

16

The Mathematical Theory of Communication

the information is the greater, the more nearly equal are theprobabilities of the various cases. There is another important way
of increasing H, namely by increasing the number of cases. Moreaccurately, if all choices are equally likely, the more choices there
are, the larger H will bel. There is more "information" if you
select freely out of a set of fifty standard messages, than if you
select freely out of a set of twenty-five.
2.3. Capacity of a Communication Channel

After the discussion of the preceding section, one is not surprisedthat the capacity of a channel is to be described not in terms ofthe number of symbols it can transmit, but rather in terms of theinformation it transmits. Or better, since this last phrase lends
itself particularly well to a misinterpretation of the word information, the capacity of a channel is to be described in terms of
its ability to transmit what is produced out of source of a given
information.
If the source is of a simple sort in which all symbols are of thesame time duration (which is the case, for example, with teletype), if the source is such that each symbol chosen representss bits of information (being freely chosen from among 28 symbbls) , and if the channel can transmit, say ri symbols per second,
then the capacity of C of the channel is defined to be ns bits per
second.
In a more generai case, one has to take account of the varying
lengths of the various symbols. Thus the general expression forcapacity of a channel involves the logarithm of the numbers ofsymbols of certain time duration (which introduces, of course,
the idea of information and corresponds to the factor s in thesimple case of the precedIng paragraph); and also mvolves
the number of such symbols handled (which corresponds to thefact.or n of the preceding paragraph). Thus in the general case,capacity measures not the number of symbols transmitted per
second, but rather the amount of information transmitted per
second, using bits per second as its unit.
2.4. Coding

At the outset. it was pointed out that the transmitter accepts themessage and turns it into something called the signal, the latterbeing what actually passes over the channel to the receiver.

Some Recent Contributions : Weaver

17

The transmitter, in such a case as telephony, merely changes
the audible voice signal over into something (the varying electrical current on the telephone wire) which is at once clearly
different but clearly equivalent. But the transmitter may carryout a much more complex operation on the message to produce
the signal. It could, for example, take a written message and use
some code to encipher this message into, say a sequence of
numbers; these numbers then being sent over the channel as thesignal.
Thus one says, in general, that the function of the transmitteris to encode, and that of the receiver to decode, the message. The
theory provides for very sophisticated transmitters and receivers- such, for example, as possess "memories," so that the way
they encode a certain symbol of the message depends not only
upon this one symbol, but also upon previous symbols of themessage and the way they have been encoded.
Weare now in a position to state the fundamental theorem,
produced in this theory, for a noiseless channel transmitting
discrete symbols. This theorem relates to a communication channel which has a capacity of C bits per second, accepting signals
from a source of entropy (or information) of H bits per second.
The theorem states that by devising proper coding proceduresfor the transmitter it is possible to transmit symbols over thechannel at an average rate" which is nearly C/H, but which, nomatter how clever the coding, can never be made to exceed C/H.
The significance of this theorem is to be discussed more usefully a little later, when we have the more general case whennoise is present. For the moment, though, it is important to noticethe critical role which coding plays.
Remember that the entropy (or information) associated withthe process which generates messages or signals is determined by
the statistical character of the process - by the various probabilities for arriving at message situations and for choosing, whenin those situations the next symbols. The statistical nature ofmessages is entirely determined by the character of the source.
We remember that the capacity C involves the idea of information transmitted per second, and is thus measured in bits per second. The entropy H
here measures information per symbol, so that the ratio of C to H measures
symbols per second.

8

18

The Mathematical Theory of Communication

But the statistical character of the signal as actually transmitted
by a channel, and hence the entropy in the channel, is determined both by what one attempts to feed into the channel andby the capabilities of the channel to handle different signal
situations. For example, in telegraphy, there have to be spaces
between dots and dots, between dots and dashes, and between
dashes and dashes, or the dots and dashes would not be recognizable.
Now it turns out that when a channel does have certain constraints of this sort, which limit complete signal freedom, there
are certain statistical signal characteristics which lead to a signal
entropy which is larger than it would be for any other statisticalsignal structure, and in this important case, the signal entropy
is exactly equal to the channel capacity.
In terms of these ideas, it is now possible precisely to characterize the most efficient kind of coding, The best transmitter,in fact, is that which codes the message in such a way that thesignal has just those optimum statistical characteristics which
are best suited to the channel to be used - which in fact maximize the signal (or one may say, the channel) entropy and makeit equal to the capacity C of the channel.
This kind of coding leads, by the fundamental theorem above,to the maximum rate C/ H for the transmission of symbols. But
for this gain in transmission rate, one pays a price. For rather
perversely it happens that as one makes the coding more andmore nearly ideal, one is forced to longer and longer delays in
the process of coding. Part of this dilemma is met by the fact thatin electronic equipment "long" may mean an exceedingly small
fraction of a second, and part by the fact that one makes acompromise, balancing the gain in transmission rate against lossof coding time.
2.5. NoiseHow does noise affect information? Information is, we must
steadily remember, a measure of one's freedom of choice in select
iug a message. The greater this freedom of choice, and hence thegreater the InformatIOn, the greater IS the uncertainty that themessage actually selected is some particular one. Thus greaterSome Recent Contributions : Weaver

19

freedom of choice, greater uncertainty, greater information go
hand in hand.
If noise is mtroduced, then the receIved message contains
certain distortions, certain errors, certain extraneous material,that would certainly lead one to say that the received message
exhibits, because of the effects of the noise, an increased uncertainty. But if the uncertainty is increased, the information isincreased, and this sounds as though the noise were beneficial!
It is generally true that when there is noise, the received signal
exhibits greater information - or better, the received signal isselected out of a more varied set than is the transmitted signal.
This is a situation which beautifully illustrates the semantic trap
into which one can fall if he does not remember that "information" is used here with a special meaning that measures freedomof choice and hence uncertainty as to what choice has been made.
It is therefore possible for the word information to have either
good or bad connotations. Uncertainty which arises by virtue of
freedom of choice on the part of the sender is desirable uncertainty. Uncertainty which arises because of errors or because of
the influence of noise is undesirable uncertainty.
It is thus clear where the joker is in saying that the received
signal has more information. Some of this information is spurious
and undesirable and has been introduced via the noise. To get
the useful information in the received signal we must subtract
out this spurious portion.
Before we can clear up this point we have to stop for a little
detour. Suppose one has two sets of symbols, such as the message
symbols generated by the information source, and the signal
symbols which are actually received. The probabilities of these
two sets of symbols are interrelated, for clearly the probabilityof receiving a certain symbol depends upon vlhat symbol wassent. With no errors from noise 01' from other causes, the received
sIgnals would correspond preCIsely to the message symbols sent;
and in the presence of possible error, the probabilities for received
symbols would obviously be loaded heavily on those which correspond, or closely correspond, to the message symbols sent.
Now in such a situation one can calculate what is called theentropy of one set of symbols relative to the other. Let us, forexample, consider the entropy of the message relative to the

20

The Mathematical Theory of Communication

signal. It is unfortunate that we cannot understand the issues
involved here without going into some detail. Suppose for the
moment that one knows that a certain signal symbol has actually
been received. Then each message symbol takes on a certain
probability - relatively large for the symbol identical with or thesymbols similar to the one received, and relatively small for allothers. Using this set of probabilities, one calculates a tentative
entropy value. This is the message entropy on the assumptionof a definite known received or signal symbol. Under any goodconditions its value is low, since the probabilities involved are
not spread around rather evenly on the various cases, but areheavily loaded on one or a few cases. Its value would be zero(see page 13) in any case where noise was completely absent,
for then, the signal symbol being known, all message probabilities
would be zero except for one symbol (namely the one received),which would have a probability of unity.
For each assumption as to the signal symbol received, one cancalculate one of these tentative message entropies. Calculate allof them, and then average them, weighting each one in accordancewith the probability of the signal symbol assumed in calculating
it. Entropies calculated in this way, when there are two sets ofsymbols to consider, are called relative entropies. The particular
one just described is the entropy of the message relative to thesignal, and Shannon has named this also the equivocation.
From the way this equivocation is calculated, we can see what
its significance is. It measures the average uncertainty in themessage when the signal is known. If there were no noise, thenthere would be no uncertainty concerning the message if thesignal is known. If the information source has any residual
uncertainty after the signal is known, then this must be undesirable uncertainty due to noise.
The discussion of the last few paragraphs centers around thequantity "the average uncertain~y in the message source when thereceived signal is known." It can equally well be phrased in termsof the similar quantity "the average uncertainty concerning thereceived signal when the message sent is known." This latter
uncertainty would, of course, also be zero if there were no noise
As to the interrelationship of these quantities, it is easy toprove that
H(x)Hy(x) -

H(y)Some Recent Contributions: Weaver

21

where H (x) is the entropy or information of the source of messages; H (y) the entropy or information of received signals;
Hy(x) the equivocation, or the uncertainty in the message source
if the signal be known; Hit (y) the uncertainty in the received
signals if the messages sent be known, or the spurious part of thereceived signal information which is due to noise. The right sideof this equation is the useful information which is transmitted inspite of the bad effect of the noise.
It is now possible to explain what one means by the capacity
C of a noisy channel. It is, in fact, defined to be equal to the
maximum rate (in bits per second) at which useful information(i.e., total uncertainty minus noise uncertainty) can be transmitted over the channel.
Why does one speak, here, of a "maximum" rate? What can
one do, that is, to make this rate larger or smaller? The answer
is that one can affect this rate by choosing a source whose
statistical characteristics are suitably related to the restraints
imposed by the nature of the channel. That is, one can maximize
the rate of transmitting useful information by using proper coding(see pages 16-17).
And now, finally, let us consider the fundamental theorem fora noisy channel. Suppose that this noisy channel has, in the sensejust described, a capacity C, suppose it is accepting from an
information source characterized by an entropy of H (x) bits
per second, the entropy of the received signals being H (y) bits
per second. If the channel capacity C is equal to or larger thanH (x), then by devising appropriate coding systems, the outputof the source can be transmitted over the channel with as little
error as one pleases. However small a frequency of error you
specify, there is a code which meets the demand. But if thechannel capacity C is less than H (x), the entropy of the sourcefrom which It accepts messages, then It is impossible to devise
codes which reduce the error frequency as low as one may please.
However clever one is with the coding process, it will always
be true that after the signal is received there remains some undesirable (noise) uncertainty about what the message was; andthIS undeSIrable uncertainty - this equivocation - WIll always
be equal to or greater than H (x) - C. Furthermore, there isalways at least one code which is capable of reducing this22

The Mathematical Theory of Communication

undesirable uncertainty, concerning the message, down to a value
C by an arbitrarily small amount.
which exceeds H (x)The most Important aspect, of course, is that the minimum
undesirable or spurious uncertainties cannot be reduced further,no matter how complicated or appropriate the coding process.
This powerful theorem gives a precise and almost startlingly
simple description of the utmost dependability one can everobtain from a communication channel which operates in thepresence of noise.
One practical consequence, pointed out by Shannon, should be
noted. Since English is about 50 per cent redundant, it would
be possible to save about one-half the time of ordinary telegraphy
by a proper encoding process, provided one were going to transmit
over a noiseless channel. When there is noise on a channel, however, there is some real advantage in not using a coding processthat eliminates all of the redundancy. For the remaining redundancy helps combat the noise. This is very easy to see, for justbecause of the fact that the redundancy of English is high, one
has, for example, little or no hesitation about correcting errors inspelling that have arisen during transmission.
2.6. Continuous Messages

Up to this point we have been concerned with messages formedout of discrete symbols, as words are formed of letters, sentencesof words, a melody of notes, or a halftone picture of a finite
number of discrete spots. What happens to the theory if one
considers continuous messages, such as the speaking voice with its
continuous variation of pitch and energy?
Very roughly one may say that the extended theory is somewhat more difficult. and complicated mathematically, but notessentially different. Many of the above statements for thediscrete case require no modification, and others require only
mmor change.
One circumstance which helps a good deal is the following. As
a practical matter, one is always interested in a continuous
signal TNhich is built up of simple harmonic constituents of not all
frequencies, but rather of frequencies which lie wholly within
a band from zero frequency to, say, a frequency of W cycles per
second. Thus although the human voice does contain higher fre-

23

Some Recent Contributions: Weaver

quencies, very satisfactory communication can be achieved overa telephone channel that handles frequencies only up to, say fourthousand. WIth frequencies up to ten or twelve thousand, highfidelity radio transmission of symphonic music is possible, etc.
There is a very convenient mathematical theorem which statesthat a continuous signal, T seconds in duration and band-limited
in frequency to the range from 0 to W, can be completely specified by stating 2TW numbers. This is really a remarkable
theorem. Ordinarily a continuous curve can be only approximately characterized by stating any finite number of points
through which it passes, and an infinite number would in general
be required for complete information about the curve. But if thecurve is built up out of simple harmonic constituents of a limited
number of frequencies, as a complex sound is built up out of alimited number of pure tones, then a finite number of parametersis all that is necessary. This has the powerful advantage ofreducing the character of the communication problem for continuous signals from a complicated situation where one would
have to deal with an infinite number of variables to a considerably simpler situation where one deals with a finite (thoughlarge) number of variables.
In the theory for the continuous case there are developed
formulas which describe the maximum capacity C of a channel offrequency bandwidth W, when the average power used in transmitting is P, the channel being subject to a noise of power N,
this noise being "white thermal noise" of a special kind which
Shannon defines. This white thermal noise is itself band limited
in frequency, and the amplitudes of the various frequency constituents are subject to a norma] (Gaussian) probability distribution. Under these circumstances, Shannon obtains the theorem,
again really quite remarkable in its simplicity and its scope,that It is possible, by the best coding, to transmit binary digits at
the rate ofP+

Hbits per second and have an arbitrarily 10'11 frequency of error.
But this rate cannot possibly be exceeded, no matter how clever
the codmg, WIthout giving rise to a definIte frequency of errors.
For the case of arbitrary noise, rather than the special "white

The Mathematical Theory of Communication
thennal" noise assumed above, Shannon does not succeed inderiving one explicit formula for channel capacity, but does obtain useful upper and lower limits for channel capacity. And healso derives limits for channel capacity when one specifies not
the average power of the transmitter, but rather the peak
instantaneous power.
Finally it should be stated that Shannon obtains results which
are necessarily somewhat less specific, but which are of obviously
deep and sweeping significance, which, for a general sort of continuous message or sigpal, characterize the fidelity of the received
message, and the concepts of rate at which a source generates
information, rate of transmission, and channel capacity, all ofthese being relative to certain fidelity requirements.

3
The Interrelationship of the Three Levelsof Communication Problems
3.1. Introductory

In the first section of this paper it was suggested that there arethree levels at which one may consider the general communication
problem. Namely, one may ask:
LEVEL A. How

accurately can the symbols of communication betransmined?

LEVEL B. How precisely do the transmitted symbols convey thedesired meaning?
LEVEl, C

How effectively does the received meaning affect conduct in the desired ~.vay?

It was suggested that the mathematical theory of communication, as developed by Shannon, Wiener, and others, and particu,
larly the more definitely engineering theory treated by Shannon,
although ostensibly applicable only to Level A problems, actually is helpful and suggestive for the level Band C problems.

Some Recent Contributions: W eauer

25'He then took a look, in section 2, at what this mathematicaltheory is, what concepts it develops, what results it has obtained.
It is the purpose of this concludmg section to review the situation, and see to what extent and in what terms the original
section was justified in indicating that the progress made at Level
A is capable of contributing to levels Band C, was justified inindicating that the interrelation of the three levels is so considerable that one's final conclusion may be that the separation
into the three levels is really artificial and undesirable.
3.2. Generality of the Theoty at Level A

The obvious first remark, and indeed the remark that carries the
major burden of the argument, is that the mathematical theory
is exceedingly general in its scope, fundamental in the problems
it treats, and of classic simplicity and power in the results itreaches.
This is a theory so general that one does not need to say whatkinds of symbols are being considered - whether written lettersor words, or musical notes, or spoken words, or symphonic music,
or pictures. The theory is deep enough so that the relationships it
reveals indiscriminately apply to all these and to other forms ofcommunication. This means, of course, that the theory is sufficiently imaginatively motivated so that it is dealing with thereal inner core of the communication problem - with those basic
relationships which hold in general, no matter what special form
the actual case may take.
It is an evidence of this generality that the theory contributes
importantly to, and in fact is really the basic theory of cryptography which is, of course, a form of coding. In a similar way,
the theory contributes to the problem of translation from one
language to another, although the complete story here clearlyrequires consideration of meaning, as well as of InformatIOn.
Similarly, the ideas developed in this work connect so closelywith the problem of the logical design of great computers that
it is no surprise that Shannon has just v:ritten a paper on thedesign of a computer which would be capable of playing askIllful game of chess. And It IS of further dIrect pertmence tothe present contention that this paper closes with the remarkthat either one must say that such a computer "thinks," or one

26

The Mathematical Theory of Communicationmust substantially modify the conventional implication of theverb "to think. "As a second point, it seems clear that an important contribution has been made to any possible general theory of communication by the formalization on which the present theory is based.
It seems at first obvious to diagram a communication system as
it is done at the outset of this theory; but this breakdown of thesituation must be very deeply sensible and appropriate, as one
becomes convinced when he sees how smoothly and generally thisviewpoint leads to central issues. It is almost certainly true thata consideration of communication on levels Band C will require
additions to the schematic diagram on page 7, but it seems
equally likely that what is required are minor additions, and noreal revision.
Thus when one moves to levels Band C, it may prove to be
essential to take account of the statistical characteristics of thedestination. One can imagine, as an addition to the diagram,
another box labeled "Semantic Receiver" interposed between theengineering receiver (which changes signals to messages) and thedestination. This semantic receiver subjects the message to asecond decoding, the demand on this one being that it mustmatch the statistical semantic characteristics of the message tothe statistical semantic capacities of the totality of receivers, orof that subset of receivers which constitute the audience one
wishes to affect.
Similarly one can imagine another box in the diagram which,inserted between the information source and the transmitter,would be labeled "semantic noise," the box previously labeled as
simply "noise" now being labeled "engineering noise" From thissource is imposed into the signal the perturbations or distortionsof meaning which are not intended by the source but whichinescapably affect the destinatIOn. And the problem of semantic
decoding must take this semantic noise into account. It is also
possible to think of an adjustment of original message so that thesum of message meaning plus semantic noise is equal to thedesired total message mcaning at the dcstination.
ThIrdly, It seems hIghly suggestIve for the problem at all levels
that error and confusion arise and fidelity decreases, when, no
matter how good the coding, one tries to crowd too much over aSome Recent Contributions: Weaver

27

channel (i.e., H > C). Here again a general theory at all levels
will surely have to take into account not only the capacity of thechannel but also (even the words are rIght!) the capacity of theaudience. If one tries to overcrowd the capacity of the audience,
it is probably true, by direct analogy, that you do not, so to
speak, fill the audience up and then waste only the remainder by
spilling. More likely, and again by direct analogy, if you overcrowd the capacity of the audience you force a general andinescapable error and confusion.
Fourthly, it is hard to believe that levels Band C do not havemuch to learn from, and do not have the approach to theirproblems usefully oriented by, the development in this theoryof the entropic ideas in relation to the concept of information.
The concept of information developed in this theory at first
seems disappointing and bizarre - disappointing because it has
nothing to do with meaning, and bizarre because it deals notwith a single message but rather with the statistical character of
a whole ensemble of messages, bizarre also because in these statistical terms the two words information and uncertainty findthemselves to be partners.
I think, however, that these should be only temporary reactions; and that one should say, at the end, that this analysis has
so penetratingly cleared the air that one is now, perhaps for the
first time, ready for a real theory of meaning. An engineeringcommunication theory is just like a very proper and discreet girlaccepting your telegram. She pays no attention to the meaning,whether it be sad, or joyous, or embarrassing. But she must be
prepared to deal with all that come to her desk. This idea that acommunication system ought to try to deal with all possible
messages, and that the intelligent way to try is to base design on
the statistical character of the source, is surely not without
significance for communication in general. Language must be
designed (or developed) with a view to the totality of things thatman may wish to say; but not being able to accomplish everything, it too should do as well as possible as often as possible.
That is to say, it too should deal with its task statistically.
The concept of the InformatIOn to be associated with a source
leads directly, as we have seen, to a study of the statistical structure of language; and this study reveals about the English Ian-

28

The Mathematical Theory of Communication

guage, as an example, information which seems surely significant
to students of every phase of language and communication. The
idea of utilizing the powerful body of theory concerning Markoff
processes seems particularly promising for semantic studies, since
this theory is specifically adapted to handle one of the most significant but difficult aspects of meaning, namely the influence ofcontext. One has the vague feeling that information and meaning
may prove to be something like a pair of canonically conjugate
variables in quantum theory, they being subject to some joint
restriction that condemns a person to the sacrifice of the one as
he insists on having much of the other.
Or perhaps meaning may be shown to be analogous to one of
the quantities on which the entropy of a thermodynamic ensemble
depends. The appearance of entropy in the theory, as was remarked earlier, is surely most interesting and significant. Eddington has already been quoted in this connection, but there isanother passage in "The Nature of the Physical World" which
seems particularly apt and suggestive:
Suppose that we were asked to arrange the following in two categories - distance, mass, electric force, entropy, beauty, melody.
I think there are the strongest grounds for placing entropy alongside beauty and melody, and not with the first three. Entropy is only
found when the parts are viewed in association, and it is by viewing
or hearing the parts in association that beauty and melody are discerned. All three are features of arrangement. It is a pregnant
thought that one of these three associates should be able to figure as
a commonplace quantity of science. The reason why this stranger
can pass itself off among the aborigines of the physical world is that
it is able to speak their language, viz., the language of arithmetic.

I feel snre that Eddington would have been willing to include
the word meaning along with beauty and melody; and I suspect
he would have been thrilled to see, in this theory, that entropy
not only speaks the language of arIthmetIC; It also speaks thelanguage of language.

THE MATHEMATICAL THEORY OF COMMUNICATIONBy Claude E. Shannon

Introduction
The recent development of various methods of modulation suchas PCJ\t! and PPM which exchange bandwidth for signal-to-noise
ratio has intensified the interest in a general theory of communication. A basis for such a theory is contained in the important
papers of Nyquist.' and Hartley" on this subject. In the present
paper we will extend the theory to include a number of new
factors, in particular the effect of noise in the channel, and thesavings possible due to the statistical structure of the original
message and due to the nature of the final destination of theinformation.
The fundamental problem of communication is that of reproducing at one point either exactly or approximately a message
selected at another point. Frequently the messages have meaning;that is they refer to or are correlated according to some systemwith certain physical or conceptual entities. These semantic
aspects of communication are irrelevant to the engineering problem. The significant aspect is that the actual message is one
selected from a set of possible messages. The system must be
designed to operate for each possible selection, not just the one
which will actually be chosen since this is unknown at the timeof design.
Nyquist, H., "Certain Factors Affecting Telegraph Speed," Bell System
Technical Journal, AprIl 1924, p. 324; "Certain Topics in Telegraph Transmission Theory," A l l<; E Trans, v 47, April 1928, p 617
2 Hartley, R. V. L., "Transmission of Information," Bell System Technical
Journal, July 1928, p. 535.

1

32

The Mathematical Theory of Communication

If the number of messages in the set is finite then this number
or any monotonic function of this number can be regarded as ameasure of the information produced when one message is chosenfrom the set, all choices being equally likely. As was pointed out
by Hartley the most natural choice is the logarithmic function.
Although this definition must be generalized considerably when
we consider the influence of the statistics of the message andwhen we have a continuous range of messages, we will in allcases use an essentially logarithmic measure.
The logarithmic measure is more convenient for various
reasons:
1. It is practically more useful. Parameters of engineering
importance such as time, bandwidth, number of relays, etc., tend
to vary linearly with the logarithm of the number of possibilities.
For example, adding one relay to a group doubles the number ofpossible states of the relays. It adds 1 to the base 2 logarithmof this number. Doubling the time roughly squares the number ofpossible messages, or doubles the logarithm, etc.

2. It is nearer to our intuitive feeling as to the proper measure.
This is closely related to (l) since we intuitively measureentities by linear comparison with common standards. One feels,for example, that two punched cards should have twice thecapacity of one for information storage, and two identical channels twice the capacity of one for transmitting information.
3. It is mathematically more suitable. Many of the limiting
operations are simple in terms of the logarithm but would require
clumsy restatement in terms of the number of possibilities.
The choice of a logarithmic base corresponds to the choice ofa unit for measuring information. If the base 2 is used theresulting units may be called binary digits, or more briefly bits, aword suggested by J. W. Tukey. A deVIce with two stable positions, such as a relay or a flip-flop circuit, can store one bit of
information N such devices can store N bits, since the total
number of possible states is 2 N and log2 2N - N, If the base 10 isused the units may be called -decirrral digi ts: Since- 3.32 loglo M,

Introduction

33

a decimal digit is about 3~ bits. A digit wheel on a desk com
puting machine has ten stable positions and therefore has astorage capacity of one decimal digit. In analytical work where
integration and differentiation are involved the base e is sometimes useful. The resulting units of information will be called
natural units. Change from the base a to base b merely requires
multiplication by log, a.
By a communication system we will mean a system of thetype indicated schematically in Fig. 1. It consists of essentially
five parts:
1. An information source which produces a message or sequenceof messages to be communicated to the receiving terminal. The
message may be of various types: (a) A sequence of letters as
in a telegraph or teletype system; (b) A single function of time
f (t) as in radio or telephony; (c) A function of time and othervariables as in black and white television - here the message
may be thought of as a function f (x, Y, t) of two space coordinates and time, the light intensity at point (x, y) and time t on a
pickup tube plate; (d) Two or more functions of time, sayf(t), g(t), h(t) - this is the case in "three-dimensional" soundtransmission or if the system is intended to service several individual channels in multiplex; (e) Several functions of several
variables - in color television the message consists of threefunctions f(x, Y, t), g(x, Y, t), h(x, Y, t) defined in a threedimensional continuum - we may also think of these three functions as components of a vector field defined in the regionsimilarly, several black and white television sources would produce "messages" consisting of a number of functions of threevariables; (f) Various combinations also occur, for example intelevision with an associated audio channel.
2. A transmitter which operates on the message in some way to
produce a signal suitable for transmiss1ion over the channel. In
telephony this operation consists merely of changing sound pressure into a proportional electrical current. In telegraphy we havean encoding operation which produces a sequence of dots, dashes
and spaces on the channel corresponding to the message. In a
multiplex PCM system the different speech functions must be
sampled, compressed, quantized and encoded, and finally inter

34

The Mathematical Theory of Communication

INFORMATIONSOURCE
TRANSMITTER~RECEIVER

11
SIGNALLr-l RECEIVEDDESTINATION~

SIGNALMESSAGE~MESSAGENOISE
SOURCE

Fig. 1. -Schematic diagram of a general communication system.

leaved properly to construct the signal. Vocoder systems, television and frequency modulation are other examples of complex
operations applied to the message to obtain the signal.
3. The channel is merely the medium used to transmit thesignal from transmitter to receiver. It may be a pair of wires, acoaxial cable, a band of radio frequencies, a beam of light, etc.
During transmission, or at one of the terminals, the signal may
be perturbed by noise. This is indicated schematically in Fig. 1
by the noise source acting on the transmitted signal to produce
the received signal.
4. The receiver ordinarily performs the inverse operation ofthat done by the transmitter, reconstructing the message fromthe signal.
5. The destination is the person (or thing) for whom the message is intended.

. genera I pro blems lIIVO.
I'
wIS II to consl.d er certam
vmg communlcatlOn systems. To do tIns It IS first necessary to represent
the various elements involved as mathematical entities, suitably
idealized from their physical counterparts We may roughlyclassify communication systems into three main categories:
discrete, continuous and mixed. By a discrete system we will
mean one In which both the message and the SIgnal are a sequenceof discrete symbols. A typical case is telegraphy where the message is a sequence of letters and the signal a sequence of dots,
dashes and spaces. A continuous system is one in which the
vv e

"'TT

•

Introduction

35

message and signal are both treated as continuous functions,e.g., radio or television. A mixed system is one in which both
discrete and contmuous variables appear, e.g., PCM transmissionof speech.
We first consider the discrete case. This case has applications
not only in communication theory, but also in the theory ofcomputing machines, the design of telephone exchanges and otherfields. In addition the discrete case forms a foundation for thecontinuous and mixed cases which will be treated in the second
half of the paper.

-Ir---------

1. The Discrete Noiseless Channel

Teletype and telegraphy are two simple examples of a discrete
channel for transmitting information. Generally, a discrete channel will mean a system whereby a sequence of choices from afinite set of elementary symbols S1 . . . Sn can be transmitted
from one point to another. Each of the symbols S, is assumed tohave a certain duration in time i, seconds (not necessarily thesame for different Si, for example the dots and dashes in telegraphy). It is not required that all possible sequences of the S, becapable of transmission on the system; certain sequences only
may be allowed. These will be possible signals for the channel.
Thus in telegraphy suppose the symbols are: (1) A dot, consisting of line closure for a unit of time and then line open for a unitof time; (2) A dash, consisting of three time units of closure
and one unit open; (3) A letter space consisting of, say, threeunits of line open; (4) A word space of six units of line open. We
might place the restriction on allowable sequences that no spaces
follow each other (for if two letter spaces are adjacent, they are
identical with a word space). The question we now consider ilil
how one can measure the capacity of such a channel to transmit
information.
In the teletype case where all symbols are of the same duration,
and any sequence of the 32 symbols is allowed, the answer is easy.
Each symbol represents five bits of information. If the system

37

Discrete Noiseless Systems

transmits n symbols per second it is natural to say that thechannel has a capacity of 5n bits per second. This does not meanthat the teletype channel will always be transmitting information
at this rate - this is the maximum possible rate and whether or
not the actual rate reaches this maximum depends on the sourceof information which feeds the channel, as will appear later.
In the more general case with different lengths of symbols andconstraints on the allowed sequences, we make the following
definition: The capacity C of a discrete channel is given by
C = tim log N(T)
T~r:D
T

where N (T) is the number of allowed signals of duration T.
It is easily seen that in the teletype case this reduces to theprevious result. It can be shown that the limit in question will
exist as a finite number in most cases of interest. Suppose all
sequences of the symbols Sl' . . . , S; are allowed and thesesymbols have durations t l , • • • , t-: What is the channel
capacity? If N (t) represents the number of sequences of durationt we haveN(t) = N(t - t l ) + N(t - t 2 ) + ... + N(t - tn).
The total number is equal to the sum of the numbers of sequences
ending in Sl, S2, • . • , S; and these are N (t - t l ), N (t - t 2),. . . ,N(t - t n ) , respectively. According to a well-known resultin finite differences, N (t) is the asymptotic for large t to AXJ
where A is constant and X o is the largest real solution of thecharacteristic equation:and therefore

c

T

Lim

log AXolog Xl}.

In case there are restrictions on allowed sequences we may still
often obtain a difference equation of this type and find e fromthe characteristic equation. In the telegraphy case mentionedabove2) + IV(t4) + ;.V(t+ N(t - 8) + N(t - 10)5) + ;.V(t7)

The Mathematical Theory of Communication38

as Yv'e see by counting sequences of symbols according to thelast or next to the last symbol occurring. Hence C islog P.owhere ).to is the positive root of 1 = p.2 + p.4 + p.5 + p.7 + p.8 +p.lO. Solving this we find C = 0.539.
A very general type of restriction which may be placed onallowed sequences is the following: We imagine a number ofpossible. states aI, a 2, . . . , am. For each state only certain
symbols from the set 8 1 , • • • , S; can be transmitted (different
subsets for the different states). When one of these has beentransmitted the state changes to a new state depending both on
the old state and the particular symbol transmitted. The telegraph case is a simple example of this. There are two states
depending on whether or not a space was the last symbol transmitted. If so, then only a dot or a dash can be sent next and thestate always changes. If not, any symbol can be transmitted andthe state changes if a space is sent, otherwise it remains the same.
The conditions can be indicated in a linear graph as shown in
Fig. 2. The junction points correspond to the states and the lines
indicate the symbols possible in a state and the resulting state.
In Appendix 1 it is shown that if the conditions on allowed
sequences can be described in this form C will exist and can becalculated in accordance with the following result:

Theorem 1: Let b~j) be the duration of the sth symbol which isallowable in state i and leads to stage j. Then the channel capacity C is equal to log W where W is the largest real root of thedeterminantal equation:------------1 b W-b~;)8

where ~ij

1 if i~tl 1--=--.0+-------------

j and is zero otherwise.
DASH

WORD SPACE

Fig. 2. -Graphical representation of 1he constraints on telegraph symbols.

39

Discrete Noiseless Systems

For example, in the telegraph case (Fig. 2) the determinant is:I- 1(W- 3 + W-6)

(W-

2

+ W-')I

On expansion this leads to the equation given above for this setof constraints.
2. The Discrete Source of Information

We have seen that under very general conditions the logarithmof the number of possible signals in a discrete channel increases
linearly with time. The capacity to transmit information can be
specified by giving this rate of increase, the number of bits per
second required to specify the particular signal used.
We now consider the information source. How is an information
source to be described mathematically, and how much information in bits per second is produced in a given source? The main
point at issue is the effect of statistical knowledge about thesource in reducing the required capacity of the channel, by theuse of proper encoding of the information. In telegraphy, forexample, the messages to be transmitted consist of sequences ofletters. These sequences, however, are not completely random.
In general, they form sentences and have the statistical structureof, say, English. The letter E occurs more frequently than Q,
the sequence TH more frequently than XP, etc. The existence of
this structure allows one to make a saving in time (or channel
capacity) by properly encoding the message sequences into signal
sequences. This is already done to a limited extent in telegraphy
by using the shortest channel symbol, a dot, for the most common
English letter E; while the infrequent letters, Q, X, Z are represented by longer sequences of dots and dashes. This idea iscarried still further in certain commercial codes where common
words and phrases are represented by four- or five-letter codegroups with a considerable saving in average time. The standardized greeting and anniversary telegrams now in use extend
this to the point of encoding a sentence or two into a relatively
short sequence of numbers.
We can think of a discrete source as generating the message,

40

The Mathematical Theory of Communication

symbol by symbol. It will choose successive symbols according tocertain probabilities depending, in general, on preceding choices
as well as the particular symbols in question. A physical system,
or a mathematical model of a system which produces such asequence of symbols governed by a set of probabilities, is known
as a stochastic process." We may consider a discrete source, therefore, to be represented by a stochastic process. Conversely, any
stochastic process which produces a discrete sequence of symbols
chosen from a finite set may be considered a discrete source.
This will include such cases as:
1. Natural written languages such as English, German, Chinese.

2. Continuous information sources that have been rendered discrete by some quantizing process. For example, the quantizedspeech from a PCM transmitter, or a quantized television
signal.
3. Mathematical cases where we merely define abstractly astochastic process which generates a sequence of symbols. The
following are examples of this last type of source.
(A) Suppose we have five letters A, B, C, D, E which are choseneach with probability .2, successive choices being independent. This would lead to a sequence of which the following
is a typical example.
BDCBCECCCADCBDDAAECEEAABBDA E E C ACE E B A E E C B C E A D.
This was constructed with the use of a table of random
numbers.'(B) Using the same five letters let the probabilities be 4, 1, 2,.2, .1, respectively, with successive choices independent. J.A~
typical message from this source is then:
AAACDCBDCEAADADACEDAEADCA
BED ADD C E C A A A A A D.
(C) A more complIcated structure is obtamed If successive
symbols are not chosen independently but their probabilities
See, for example, S. Chandrasekhar, "Stochastic Problems in Physics andAstronomy," Reviews of Modern Physics, v. 15, No.1, January 1943, p. 1.
• Kendall and SmIth, Tables oj Random Samplmg Numbers, CambrIdge,
1939.
8

41

Discrete Noiseless Systems

depend on preceding letters. In the simplest case of this typea choice depends only on the preceding letter and not on
ones before that. The statistical structure can then be described by a set of transition probabilities Pi (j), the probability that letter i is followed by letter j. The indices i andj range over all the possible symbols. A second equivalent
way of specifying the structure is to give the "digram"probabilities P (i,j) , i.e., the relative frequency of the digram i j. The letter frequencies p(i), (the probability ofletter i), the transition probabilities Pi (j) and the digram
probabilities p (i,i) are related by the following formulas:p(i) = ~p(i,j) = ~p(i, i) = ~p(i)Pi(i)111p(i, j) = P(i)pi(j)~Pi(i) = ~p(i) = ~p(i,j) = 1.
a

1

'.1

As a specific example suppose there are three letters A, B,
C with the probability tabies:
Pi(i)

1-

1-

p(i)

A

J
B

A 0

5

-51

A

27

B

1
2

1
2

0

B

16
27

C

1
2

2
5

1
10

C

2
27

4

'P(i, j)

A

J
B

C

A 0

4
-15

15

C
9

1-

B

8

8

27

27

C

1
27

4

1

0
1
135

-135

A typical message from this source is the following:

ABBABABABABABABBBABBBBBABABABABABBBACACABBABBBBABBAB
AC B B B ABA.
The next increase in complexity would involve trigram
frequencies but no more. The choice of a letter would depend on the preceding two letters but not on the message
before that point. A set of trigram frequencies p (i, j, k) or
equivalently a set of transition probabilities p" (k) would
be required. Continuing in this way one obtains successively
more complicated stochastic processes. In the general n-gram

42

The Mathematical Theory of Communicationcase a set of n-gram probabilities p (i l , i 2 , • • • , in) or oftransition probabilities Pi l , i 2 , • • • , i l (in) is required to
specIfy the statistical structure.
n-(D) Stochastic processes can also be defined which produce atext consisting of a sequence of "words." Suppose there are
five letters A, B, C, D, E and 16 "words" in the languagewith associated probabilities:.10 A.16 BEBE.11 CABED.04 DEB.04 ADEB.04 BED.05 CEED.15 DEED.05 ADEE.02 ,BEED.08 DAB.01 EAB.01 BADD.05 CA.04 DAD.05 EE
Suppose successive "words" are chosen independently andare separated by a space. A typical message might be:
DAB EE A BEBE DEED DEB ADEE ADEE EE DEB
BEBE BEBE BEBE ADEE BED DEED DEED CEEDADEE A DEED DEED BEBE CABED BEBE BED DAB
DEEDADEB.
If all the words are of finite length this process is equivalent
to one of the preceding type, but the description may be
simpler in terms of the word structure and probabilities. We
may also generalize here and introduce transition probabilities between words, etc.
These artificial languages are useful in constructing simple
problems and examples to illustrate various possibilities. We canalso approximate to a natural language by means of a series ofsimple artificial languages. The zero-order approximation is obtained by choosing all letters with the same probability and independently. The first-order approximation is obtained by choosing successive letters independently but each letter having thesame probability that it has in the natural language." Thus, inthe first-order approximation to English, E is chosen with probability .12 (its frequency in normal English) and W with probability .02, but there is no influence between adjacent letters andno tendency to form the preferred digrams such as TH, ED, etc.
Letter, digram and trigram frequencies are given in Secret and Urgent by
Fletcher Pratt, Blue RIbbon Books, 1939. ~yVOId frequencies arc tabulated
in Relative Frequency oj English Speech Sounds, G. Dewey, Harvard Un iversity Press, 1923.

5

Discrete Noiseless Systems

43

In the second-order approximation, digram structure is introduced. After a letter is chosen, the next one is chosen in accordance with the frequencies with which the various letters follow
the first one. This requires a table of digram frequencies Pi (j) .
In the third-order approximation, trigram structure is introduced.
Each letter is chosen with probabilities which depend on the preceding two letters.
3. The Series of Approximations to English

To give a visual idea of how this series of processes approaches alanguage, typical sequences in the approximations to English
have been constructed and are given below. In all cases we haveassumed a 27-symbol "alphabet," the 26 letters and a space.
1. Zero-order approximation (symbols independent and equiprobable) .
XFOML RXKHRJFFJUJ ZLPWCFWKCYJ FFJEYVKCQSGHYD QPAAMKBZAACIBZLHJQD.
2. First-order approximation (symbols independent but withfrequencies of English text).
OCRO HLI RGWR NMIELWIS EU LL NBNESEBYATH EEl ALHENHTTPA OOBTTVA NAH BRL.
3. Second-order approximation (digram structure as in English) .
ON IE ANTSOUTINYS ARE T INCTORE ST BE S
DEAMY ACHIN D ILONASIVE TUCOOWE AT TEA-SONARE FUSO TIZIN ANDY TOBE SE.A.CE CTISBE.
4. Third-order approximation (trigram structure as in English).
IN NO 1ST LAT WHEY CRATICT FROURE BIBS

GROCID PONDENOME OF DEIVIONSTURES OF
THE REPTAOIN IS REOOACTIONA OF ORE.
5. First-order word approximation. Rather than continue withtetragram, . . . , n-gram structure it is easier and better tojump at this point to word units. IIere words are chosen
independently but with their appropriate frequencies.
REPRESENTING AND SPEEDILY IS AN GOOD APT
OR COME CAN DIFFERENT NATURAL HERE HE

44

The Mathematical Theory of Communication
THE A IN CAME THE TO OF TO EXPERT GRAY
COME TO FURNISHES THE LINE MESSAGE HAD
BE THESE.

6. Second-order word approximation. The word transition probabilities are correct but no further structure is included.
THE HEAD AND IN FRONTAL ATTACK ON AN
ENGLISH WRITER THAT THE CHARACTER OF
THIS POINT IS THEREFORE ANOTHER METHODFOR THE LETTERS THAT THE TIME OF WHO
EVER TOLfr THE PROBLEM FOR AN UNEXPECTED.
The resemblance to ordinary English text increases quite noticeably at each of the above steps. Note that these samples havereasonably good structure out to about twice the range that istaken into account in their construction. Thus in (3) the statistical process insures reasonable text for two-letter sequences, but
four-letter sequences from the sample can usually be fitted into
good sentences. In (6) sequences of four or more words can easily
be placed in sentences without unusual or strained constructions.
The particular sequence of ten words "attack on an English writerthat the character of this" is not at all unreasonable. It appears
then that a sufficiently complex stochastic process will give asatisfactory representation of a discrete source.
The first two samples were constructed by the use of a book of
random numbers in conjunction with (for example 2) a table ofletter frequencies. This method might have been continued for(3), (4) and (5), smce dIgram, trigram and word frequency
tables are available, but a simpler equivalent method was used.
To construct (3) for example, one opens a book at random andselects a letter at random on the page. This letter is recorded.
The book is then opened to another page and one reads until thisletter IS encountered. The succeedmg letter IS then recorded.
Turning to another page this second letter is searched for and thesucceeding letter recorded, etc. A similar process was use for (4) ,(5) and (6). It would be interesting if further approximations
could be constructed, but the labor involved becomes enormousat the next stage.

Discrete Noiseless Systems

4. Graphical Representation of a Markoff Process

Stochastic processes of the type described above are known mathematically as discrete Markoff processes and have been extensively studied in the literature." The general case can be describedas follows: There exist a finite number of possible "states" of asystem; 8 11 S2, . . . , Sn. In addition there is a set of transition
probabilities, Pi (j), the probability that if the system is in stateS, it will next go to state Sj. To make this Markoff process into an
information source we need only assume that a letter is produced
for each transition from one state to another. The states will correspond to the "residue of influence" from preceding letters.
The situation can be represented graphically as shown in Figs.
3, 4 and 5. The "states" are the junction points in the graph andthe probabilities and letters produced for a transition are given
beside the corresponding line. Figure 3 is for the example B in
Section 2, while Fig. 4 corresponds to the example C. In Fig. 3
there is only one state since successive letters are independent. In
Fig, 4 there are as many states as letters. If a trigram example
were constructed there would be at most n 2 states corresponding
to the possible pairs of letters preceding the one being chosen.
Figure 5 is a graph for the case of word structure in example D.
Here S corresponds to the "space" symbol.

s. Ergodic and Mixed Sources
As we have indicated above a discrete source for our purposes canbe considered to be represented by a Markoff process. Among thepossible discrete Markoff processes there is a group with special
properties of significance in communication theory. This specialclass consists of the "ergodic" processes and we shall call thecorresponding sources ergodic sources. Although a rigorous definition of an ergodic process is somewhat involved, the generalidea is simple. In an ergodic process every sequence produced by
the process is the sallIe in statistical properties. Thus the letter
frequencies, digram frequencies, etc" obtained from particularsequences, will, as the lengths of the sequences increase, approach
For a detaIled treatment see M. Frechet, Methods des fonctwns arbltra~res.
Theorie des enenements en chaine dans le cas d'un nombre fini d'etats pos~ibles, Paris, Gauthiel Villars, 1938.

6

46

The Mathematical Theory of Communication

definite limits independent of the particular sequence. Actually
this is not true of every sequence but the set for which it is false
has probability zero. Roughly the ergodic property means statistical homogeneity.

Fig. 3. -

E

.2

.1

C

A graph corresponding to the source in example B.

B.5

Fig. 4. -A graph corresponding to the source in example C.

Fig. 5. -A graph corresponding to the source in example D.

Discrete Noiseless Systems

47

All the examples of artificial languages given above are ergodic.
This property is related to the structure of the corresponding
graph. If the graph has the following two properbes 7 the corresponding process will be ergodic:
1. The graph does not consist of two isolated parts A and B
such that it is impossible to go from junction points in part
A to junction points in part B along lines of the graph in the
direction of arrows and also impossible to go from junctions
in part B to junctions in part A.
2. A closed series of lines in the graph with all arrows on thelines pointing in the same orientation will be called a "circuit." The "length" of a circuit is the number of lines in it.
Thus in Fig. 5 series BEBES is a circuit of length 5. The
second property required is that the greatest common divisorof the lengths of all circuits in the graph be one.
If the first condition is satisfied but the second one violated byhaving the greatest common divisor equal to d > 1, the sequences
have a certain type of periodic structure. The various sequences
fall into d different classes which are statistically the same apartfrom a shift of the origin (i.e., which letter in the sequence iscalled letter 1). By a shift of from 0 up to d - 1 any sequencecan be made statistically equivalent to any other. A simple example with d = 2 is the following: There are three possible lettersa, b, c. Letter a is followed with either b or c with probabilities! and i respectively. Either b or c is always followed by letter a.
Thus a typical sequence isa b a cae a cab a cab a b a cae.
ThIS type of situation IS not of much Importance for our work.
If the first condition is violated the graph may be separated
into a set of subgraphs each of which satisfies the first condition.
Vie will assume that the second condition is also satisfied foreach subgraph. We have in this case what may be called a"mixed" source made up of a number of pure components. The
components correspond to the various subgraphs. If L 1 , L 2 , L 3 ,. . . are the component sources we may write
These are restatements in terms of the graph of conditions gIven III
Frechet.

1

48

The Mathematical Theory of Communication

where Pi is the probability of the component source L •.
Physically the situation represented is this: There are several
different sources L 1 , L 2 , L 3 , • • • which are each of homogeneous
statistical structure (i.e., they are ergodic). We do not knowa priori which is to be used, but once the sequence starts in agiven pure component Li, it continues indefinitely according to
the statistical structure of that component.
As an example one may take two of the processes defined above
and assume P1 = .2 and P2 = .8. A sequence from the mixed
sourceL = .2L 1 + .8L2
would be obtained by choosing first L 1 or L 2 with probabilities .2
and .8 and after this choice generating a sequence from whichever was chosen.
Except when the contrary is stated we shall assume a source tobe ergodic. This assumption enables one to identify averages
along a sequence with averages over the ensemble of possible sequences (the probability of a discrepancy being zero). For example the relative frequency of the letter A in a particular infinite sequence will be, with probability one, equal to its relative
frequency in the ensemble of sequences.
If Pi is the probability of state i and Pi (j) the transition probability to state j, then for the process to be stationary it is clearthat the Pi must satisfy equilibrium conditions:
Pi = ~PiPi(j).
i

In the ergodic case it can be shown that with any starting conditions the probabilities r, (N) of being in state j after N symbols,
approach the equiUbrium values as N ~ 00.
6. Choice, Uncertainty and Entropy

We have represented a discrete information source as a Markoff
process. Can we define a quantity which will measure, in somesense, how much information is "produced" by such a process, or
better, at what rate information is produced?

Discrete Noiseless Systems

Suppose we have a set of possible events whose probabilities ofoccurrence are PI' P2, ..• ,pn. These probabilities are known butthat is all we know concernmg which event wIll occur. Can wefind a measure of how much "choice" is involved in the selectionof the event or of how uncertain we are of the outcome?
If there is such a measure, say H (PI, P2, •.• ,Pn), it is reasonable to require of it the following properties:
1. H should be continuous in the Pi.

2. If all the Pi are equal, Pi = ~ ' then H should be a monotonic increasing function of n. With equally likely events
there is more choice, or uncertainty, when there are more
possible events.
3. If a choice be broken down into two successive choices, theoriginal H should be the weighted sum of the individual
values of H. The meaning of this is illustrated in Fig. 6. At
the left we have three possibilities PI =!, P2 = i, P3 = 1.
On the right we first choose between two possibilities eachwith probability j , and if the second occurs make anotherchoice with probabilities j, i. The final results have thesame probabilities as before. We require, in this special case,that
H(!, i, 1) = H(!, !)+ ! H(j, i)·

The coefficient! is the weighting factor introduced because thissecond choice only occurs half the time.

Fig. 6. -Decomposition of a choice from three possibilities.

In Appendix 2, the following result is established:
Theorem 2: The only H satisfY2:ng the three above aSS21mption.~

is of the form:

The Mathematical Theory of Communication

50nwhere K is a positive constant.
This theorem, and the assumptions required for its proof, are in
no way necessary for the present theory. It is given chiefly tolend a certain plausibility to some of our later definitions. The
real justification of these definitions, however, will reside in theirimplications.
Quantities: of the form H = - ~ Pi log Pi (the constant K
merely amounts to a choice of a unit of measure) play a central
role in information theory as measures of information, choice anduncertainty. The form of H will be recognized as that of entropy

1.0

/

.9

..........

~

r-,

/

.8

1'\

V

.7
H .6
BITS

/

.5

\

1\
\

/

I

.4

\

/
/

.3
.2

\
\\

I

.,• II
0 '

o

!

I

.1

.2

.3

,

I

.4

.5

\
\

,

,

I

.6

.7

.8

.

.9

.

.

1.0

p
Fig. 7.

Entropy in the case of two possibilities with probabilities p and (1pl.

as defined in certain formulations of statistical mechanics" where
Pi is the probability of a system being in cell i of its phase space.
8

See, for example, R. C Tolman, Prindples oj Statistical Mechanics, Ox-

ford, Clarendon, 1938.

51

Discrete Noiseless Systems

H is then, for example, the H in Boltzmann's famous H theorem.
~ Pi log Pi the entropy of the set of probaWe shall call H bilities PI, . . . ,Pn. If x is a chance varIable we wIll wflte H (x)for its entropy; thus x is not an argument of a function but alabel for a number, to differentiate it from H(y) say, the entropyof the chance variable y.
The entropy in the case of two possibilities with probabilities P
and q = 1 - P, namely

H = - (p log P + q log q)
is plotted in Fig. 7 as a function of p.
The quantity H has a number of interesting properties whichfurther substantiate it as a reasonable measure of choice orinformation.
1. H = 0 if and only if all the Pi but one are zero, this one
having the value unity. Thus only when we are certain of the outcome does H vanish. Otherwise H is positive.
2. For a given n, H is a maximum and equal to log n when all
the Pi are equal, i.e., ~. This is also intuitively the most uncertain
situation.

3. Suppose there are two events, x and y, in question, with mpossibilities for the first and n for the second. Let P (i, j) be theprobability of the joint occurrence of i for the first and j for thesecond. The entropy of the joint event is
H (x, y) - - ~ p(i, j) log p(i, j)
~. 1

while

HEx)

~p(i, j) log~p(i, j)

Hey)

Ep(i,j) logEp(i,j).

It is easily shown that
H(x, y)< H(x) + H(y)with equality only if the events are independent (i.e., p(i, j) =p (£) p (j) ) The uncertainty of a joint event is less than or equal
to the sum of the individual uncertainties.
4. Any change toward equalization of the probabilities PI' P2'

The Mathematical Theory of Communication. . . ,Pn increases H. Thus if Pl < P2 and we increase PI' deereasing P2 an equal amount so that Pl and P2 are more nearly equal,

then H increases. More generally, if we perform any "averaging"
operation on the Pi of the form

P~ = ~aiiPi
1
where ~ aii ='~ aii = 1, and all aii > 0, then H increases (except\

1

in the special case where this transformation amounts to no
more than a permutation of the Pi with H of course remaining
the same). .'5. Suppose there are two chance events x and y as in 3, notnecessarily independent, For any particular value i that x can
assume there is a conditional probability Pi (j) that y has thevalue j. This is given by.) _Pi(J -p(i, j)~p(i,j)1

We define the conditional entropy of y, H:t(Y) as the average ofthe entropy of y for each value of x, weighted according to theprobability of getting that particular x. That is
11:r:(Y) = - ~p(i,j) log Pi(j).
\.1This quantity measures how uncertain we are of y on the averagewhen we know x. Substituting the value of Pi (j) we obtain
H:r:(Y)~ p(i, j) log p(i,j) + ~ p(i, j) log ~ p(i, j)= H(x, y) - H(x)or
H(x, y)H(x)+ H:t(Y).

The uncertainty (or entropy) of the joint event x, y is the uncer
tainty of x plus the uncertainty of Y when x is known.
6 From 3 and 5 we ha.ve

H(x) + H(y) > H(x,y) - H(x) + H:t(Y).
Hence

H(y) > HI/J(Y) ,Discrete Noiseless Systems

53

The uncertainty of y is never increased by knowledge of x. It will
be decreased unless x and yare independent events, in which case
it is not changed.
7. The Entropy of an Information Source

Consider a discrete source of the finite state type considered
above. For each possible state i there will be a set of probabilities
Pi (j) of producing the various possible symbols j. Thus there isan entropy Hi for each state. The entropy of the source will bedefined as the average of these Hi weighted in accordance withthe probability of occurrence of the states in question:

H = LPiHi
i= -~PiPi(j) log Pi(j).

'.'This is the entropy of the source per symbol of text. If theMarkoff process is proceeding at a definite time rate there is also
an entropy per second.

were Ii is the average frequency (occurrences per second) ofstate i. Clearly
H'=mH
where m is the average number of symbols produced per second.
H or H' measures the amount of information generated by thesource per symbol or per second. If the logarithmic base is 2,
they will represent bits per symbol or per second.
If successive symbols are independent then H is simply~ Pi log Pi where Pi is the probability of symbol i. Suppose inthis case we consider a long message of N symbols. It will containwith high probability about P1N occurrences of the first symbol,
P2N occurrences of the second, etc. Hence the probability of thisparticular message will be roughlyorlog P ~ N~Pi log Pi•

The Mathematical Theory of Communication54

log p .
log lipN
H is thus approximately the logarithm of the reciprocal probability of a typical long sequence divided by the number ofsymbols in the sequence. The same result holds for any source.
Stated more precisely we have (see Appendix 3) :H

Theorem 3: Given any £ > 0 and B > 0, we can find an Nosuch that the sequences of any length N > No fall into twoclasses:
1. A set whose total probability is less than e.

2. The remainder, all of whose members have probabilities satisfying the inequality
log p-lN- H <0.

In other words we are almost certain to havelog p-lNvery close to

H when N is large.
A closely related result deals with the number of sequences ofvarious probabilities. Consider again the sequences of length N
and let them be arranged in order of decreasing probability. We
define n(q) to be the number we must take from this set startingwith the most probable one in order to accumulate a total probability q for those taken.

Theorem 4:L·

log n(q)H

when q does not equal 0 or 1.
We IIlay interpret log n(q) as the nUIIlber of bits rcquircd lospecify the sequence when we conSIder only the most probableof bits per symbol for the specification. The theorem says that forlarge IV this will be independent of q and equal to H. The rale ofgrowth of the logarIthm of the number of reasonably probablesequences is given by H, regardless of our interpretation of

55

Discrete Noiseless Systems"reasonably probable." Due to these results, which are proved inAppendix 3, it is possible for most purposes to treat the longsequences as though there were Just 2 R N of them, each wIth aprobability 2- H N •The next two theorems show that Hand H' can be determinedby limiting operations directly from the statistics of the message
sequences, without reference to the states and transition probabilities between states.
Theorem 5: Let p(Bd be the probability of a sequence B, ofsymbols from the source. Let
GN =~ ~ p(B i ) log p(B i )-where the sum is over all sequences B, containing N symbols.
Then G N is a monotonic decreasing function of Nand

Lim GN = H.
N-+oo

s,

Theorem 6: Let p(B i , Sj) be the probability of sequence
followed by symbol S, and PB;(Sj) = p(B i , Sj)/p(Bd be theconditional probability of S, after B i. LeiFN =-~p(Bi, Sj) log PBi (Sj)t,1where the sum is over all blocks B i of N - 1 symbols and over all
symbols Sj. Then F N is a monotonic decreasing function of N,

FN = NG N - (N - 1) GN - I ,1
G.r.l = NN

~FN,

and Lim F N = H.
l'l

tee

These results are derived in AppendIx 3. They show that aseries of approximations to H can be obtained by considering
only the statistical structure of the sequences extending over 1, 2,. . . , J.V symbols. F N is the better approximation. In fact F N isthe entropy of the Nth order approximation to the source of thetype dIscussed above. If there are no statIstIcal influences extending over more than N symbols, that is if the conditional prob-

58

The Mathematical Theory of Communication

ability of the next 8ymbol knowing the preceding (J.V1) i8
not changed by a knowledge of any before that, then PN - H.
F N of course is the conditional entropy of the next symbol whenthe (N - 1) preceding ones are known, while GN is the entropy
per symbol of blocks of N symbols.
The ratio of the entropy of a source to the maximum value it
could have while still restricted to the same symbols will becalled its relative entropy. This, as will appear later, is the maximum compression possible when we encode into the same alphabet. One minus the relative entropy is the redundancy. The
redundancy of ordinary English, not considering statistical structure over greater distances than about eight letters, is roughly
50%. This means that when we write English half of what wewrite is determined by the structure of the language and half ischosen freely. The figure 50% was found by several independent
methods which all gave results in this neighborhood. One is bycalculation of the entropy of the approximations to English. A
second method is to delete a certain fraction of the letters from asample of English text and then let someone attempt to restore
them. If they can be restored when 50% are deleted the redundancy must be greater than 50%. A third method depends on
certain known results in cryptography.
Two extremes of redundancy in English prose are represented
by Basic English and by James Joyce's book Finnegans Wake.
The Basic English vocabulary is limited to 850 words and theredundancy is very high. This is reflected in the expansion that
occurs when a passage is translated into Basic English. Joyceon the other hand enlarges the vocabulary and IS alleged toachieve a compression of semantic content.
The redundancy of a language is related to the existence of
cro8sword puzzles. If the redundancy is zero any sequence ofletters is a reasonable text in the language and any two-dimenslOnal array of letters forms a crossword puzzle. If the redundancy is too high the language imposes too many constraints forlarge crossword puzzles to be possible A more detailed analysis
ShOW8 that if we assume the constraints imposed by the language
are of a rather chaotic and random nature, large crossword puzzles
are just possible when the redundancy is 50%. If the redundancy

Discrete Noiseless Systems

57

is 33%, three-dimensional crossword puzzles should be possible,
etc.
8. Representation of the Encoding and Decoding Operations

We have yet to represent mathematically the operations performed by the transmitter and receiver in encoding and decoding
the information. Either of these will be called a discrete transducer. The input to the transducer is a sequence of input symboIs and its output a sequence of output symbols. The transducer
may have an internal memory so that its output depends not
only on the present input symbol but also on the past history.
We assume that the internal memory is finite, i.e., there exist a
finite number m of possible states of the transducer and that its
output is a function of the present state and the present input
symbol. The next state will be a second function of these twoquantities. Thus a transducer can be described by two functions:u; = f(x n, an)an+1 = g (Xn, an)where:
X n is the nth input symbol.
an is the state of the transducer when the nth input symbol isintroduced,

u; is the output symbol (or sequence of output symbols) produced when X n is introduced if the state is an.
If the output symbols of one transducer can be identified with
the input symbols of a second, they can be connected in tandem
and the result is also a transducer. If there exists a second
transducer which operates on the output of the first and recovers
the original input, the first transducer will be called non-singularand the second will be called its inverse.

Theorem 7: The output of a finite state transducer driven by afinite state statistical source is a finite .state .statistical source,with entropy (per unit time) less than or equal to that of the
input. If the transducer is non-singular they at e equal.

Let a represent the state of the source, which produces 3. se-

58

The Mathematical Theory of Communicationquence of symbols Xl; and let f3 be the state of the transducer,
which produces, in its output, blocks of symbols Yj. The combined
system can be represented by the "product state space" of pairs(a, f3). Two points in the space (a1, {31) and (a2, f32), are connected by a line if a1 can produce an x which changes f31 to f32'
and this line is given the probability of that x in this case. Theline is Iabeled with the block of Y1 symbols produced by thetransducer. The entropy of the output can be calculated as theweighted sum over the states. If we sum first on f3 each resulting
term is less than or equal to the corresponding term for a, hence
the entropy is not increased. If the transducer is non-singular
let its output be connected to the inverse transducer. If Hi, H~
and H~ are the output entropies of the source, the first andsecond transducers respectively, then Hi > H~ > H~ = Hi andtherefore Hi = H~.
Suppose we have a system of constraints on possible sequencesof the type which can be represented by a linear graph as inFig. 2. If probabilities p~s~ were assigned to the various lines
connecting state i to state j this would become a source. There is
one particular assignment which maximizes the resulting entropy(see Appendix 4) .
Theorem 8: Let the system of constraints considered as a channel have a capacity C = log W. If we assign
(s)

Pi;

B;
=IJ:

.,

W-l(')

where lW is the duration of the sth symbol leading from state i tostate j and the B i satisfy

then H is maximized and equal to C.

By proper assignment of the transition probabilities theentropy of symbols on a channel can be maxImIzed at thechannel capacity.
9. The Fundamental Theorem for a Noiseless Channel

We will now justify our interpretation of H as the rate of gen -Discrete Noiseless Systems

59

erating information by proving that H determines the channel
capacity required with most efficient coding.
Theorem 9: Let a source have entropy H (bits per symbol)
and a channel have a capacity C (bits per second). Then it ispossible to encode the output of the source in such a way as toCtransmit at the average rate H - £ symbols per second over thechannel where £ is arbitrarily small. It is not possible to transmit

eat an average rate greater t h an Ii'

The converse part of the tlieorem, thatZ

cannot be exceeded,

may be proved by noting that the entropy of the channel input
per second is equal to that of the source, since the transmittermust be non-singular, and also this entropy cannot exceed thechannel capacity. Hence H' < C and the number of symbols per
second = H'jH < CjH.
The first part of the theorem will be proved in two different
ways. The first method is to consider the set of all sequences of
N symbols produced by the source. For N large we can divide
these into two groups, one containing less than 2 U 1+1/ ) N members
and the second containing less than 2R N members (where R is thelogarithm of the number of different symbols) and having a total
probability less than fL. As N increases 1] and J.L approach zero.
The number of signals of duration T in the channel is greaterthan 2(C-O)T with 0 small when T is large. If we choosethen there will be a sufficient number of seqllcnp,es of channel
symbols for the high probability group when . -. "'1 and Tare suffi
cicntly large (however small A) and also some additional ones.
The high probabIlIty group IS coded In an arbItrary one-to-one
way into this set. The remaining sequences are represented bylarger seqllenccs, starting and ending with one of the sequcnces
not used for the high probability group. This special sequence
acts as a slart and stop signal for a different code. In between asuffiCIent tnne IS allowed to give enough dIfferent sequences for
all the low probability messages. This will require

60

The Mathematical Theory of Communication

where ep is small. The mean rate of transmission in message symbols per second will then be greater than[<1-0) ~ +0 ~J-l= [(1-0)( ~ +A)+O( ~-orAs N iribreases 0, A and ~ approach zero and the rate approaches
C
H'
Another method of performing this coding and thereby proving the theorem can be described as follows: Arrange the messages of length N in order of decreasing probability and supposes-1

their probabilities are PI > P2 > pa' . . > pn. Let P a = 2: Pi;
I

that is P, is the cumulative probability up to, but not including,pa. We first encode into a binary system. The binary code formessage s is obtained by expanding P, as a binary number. The
expansion is carried out to m, places, where m, is the integersa tisfying :1
1
log2 <
m, < 1 log, - .
pa
ps

+

Thus the messages of high probability are represented by shortcodes and those of low probability by long codes. From theseinequalities we have
1
1
2m, < ps < 2 m , - I 'The code for Fa will differ from all succeeding ones in one ormore of its m, places, since all the remaining Pi are at least

2~n,larger and theIr bInary expansions therefore dIffer In the firstm, places. Consequently all the codes are different and it ispossible to recover the message from its code. If the channel
sequences are not already sequences of binary digits, they canbe ascribed binary numbers in an arbitrary fashion and thebInary code thus translated Into signals sUItable for the channel.
The average number HI of binary digits used per symbol oforigins,] message is easily estima.ted. We ha.ve

Discrete Noiseless Systems

61

1
HI = ~ ~m,p,.

But,

1 (

1)

1

1 (1 + log2 ---:;;:1) p,

N ~ log2 -:p: p, < N ~m8P, < N ~and therefore,1

GN < HI < GN + N'
As N increases GN approaches H, the entropy of the source andHI approaches H.
We see from this that the inefficiency in coding, when only
a finite delay of N symbols is used, need not be greater than~plus the difference between the true entropy H and theentropy GN calculated for sequences of length N. The per centexcess time needed over the ideal is therefore less than

GN

H

+

1

HN

_ 1.

This method of encoding is substantially the same as one
found independently by R. M. Fano." His method is to arrange
the messages of length N in order of decreasing probability.
Divide this series into two groups of as nearly equal probability
as possible. If the message is in the first group its first binary
digit will be 0, otherwise 1. The groups are similarly divided
into subsets of nearly equal probability and the particular subset determines the second binary digit. This process is continued
until each subset contains only one message. It is easily seenthat apart from minor differences (generally in the last digit)
thIs amounts to the same thing as the arIthmetic process describedabove.
] O. Discussion and Examples

In order to obtain the maximum power transfer from a generator
to a load, a transformer must in general be introduced 80 thatTechnical Report No. 65, The Research Laboratory of Electronics, M.l.T.,
March 17, 1949

9

62

The it! athematical Theory of Communication

the generator as seen from the load has the load resistance. The
situation here is roughly analogous. The transducer which does
the encoding should match the source to the channel in a statistical sense. The source as seen from the channel through thetransducer should have the same statistical structure as thesource which maximizes the entropy in the channel. The content
of Theorem 9 is that, although an exact match is not in general
possible, we can approximate it as closely as desired. The ratioof the actual rate of transmission to the capacity C may be called
the efficiency of the coding system. This is of course equal to theratio of the actual entropy of the channel symbols to the maximum possible entropy.
In general, ideal or nearly ideal encoding requires a long delayin the transmitter and receiver. In the noiseless case which wehave been considering, the main function of this delay is to allow
reasonably good matching of probabilities to corresponding
lengths of sequences. With a good code the logarithm of thereciprocal probability of a long message must be proportional tothe duration of the corresponding signal, in factlog p-lI
T- C
must be small for all but a small fraction of the long messages.
If a source can produce only one particular message its entropy
is zero, and no channel is required. For example, a computing
machine set up to calculate the successive digits of 7r produces
a definite sequence with no chance clement. No channel is required
to "transmit" this to another point. One could construct a second
machine to compute the same sequence at the point. However,this may be imprnctica.l In such a case we c:m choose to ignore
some or all of the statistical knowledge 'I.e have of the source.
that we construct a system capable of sendmg any sequence ofdigits. In a similar way we may choose to use some of ourstatistical knowledge of English in constructing a code, but not
all of it. In such a ease vie consider the source ',.'lith the maximum
entropy subj ect to the statistical conditions we wish to retain.
The entropy of tIllS source determmes the channel capacity
which is necessary and sufficient. In the tr example the only infor-

63

Discrete Noiseless Systems

Illation retained is that all the digits are chosen from the set
0, 1, . . . , 9. In the case of English one might wish to use thestatistIcal savmg possIble due to letter frequencIes, but nothIng
else. The maximum entropy source is then the first approximation
to English and its entropy determines the required channel
capacity.
As a simple example of some of these results consider a source
which produces a sequence of letters chosen from among A, B, C,
D with probabilities !, !, 1, 1, successive symbols being chosen
independently. We have

H = - (! log ! + ! log ! + ~ log 1)= t bits per symbol.
Thus we can approximate a coding system to encode messages
from this source into binary digits with an average of i binary
digit per symbol. In this case we can actually achieve the limiting
value by the following code (obtained by the method of thesecond proof of Theorem 9) :

A
B
C
D

o
10
110
111

The average number of binary digits used in encoding a sequenceof N symbols will be
N (! X 1 + ! X 2 + i X 3) = i N.
It is easily seen that the binary digits 0, 1 have probabilities~, ! so the H for the coded sequences is one bit per symbol.
Since, on the average, we have i bInary symbols per orIginal
letter, the entropies on a time basis are the same. The maximum possible entropy for the original set is log 4 - 2, occurring
when A, B, 0, D have probabilities L ~, L ~. Hence the relative
entropy is ~. 'Vve can translate the binary sequences into theorIgmal set of symbols on a two-to-one basIs by the following
table:

00

A'

01

B'
0'

10
11

D'

64

The Mathematical Theory of Communication

This double process then encodes the original message into thesame symbols but with an average compression ratio :.
As a second example consider a source which produces a sequence of A's and B's with probability p for A and q for B.
If p < < q we have
H = - log pP(l - p)1-P= - p log p(1 - p) (l-p)/p..:. p log ~.

In such a case one can construct a fairly good coding of themessage on a 0, 1 channel by sending a special sequence, say
0000, for the infrequent symbol A and then a sequence indicating
the number of B's following it. This could be indicated by thebinary representation with all numbers containing the special
sequence deleted. All numbers up to 16 are represented as usual;
16 is represented by the next binary number after 16 which does
not contain four zeros, namely 17 = 10001, etc.
I t can be shown that as p ~ 0 the coding approaches ideal
provided the length of the special sequence is properly adjusted.

-Hr---------

11. Representation of a Noisy Discrete Channel

We now consider the case where the signal is perturbed by noise
during transmission or at one or the other of the terminals. Thismeans that the received signal is not necessarily the same as thatsent out by the transmitter. Two cases may be distinguished. If
a particular transmitted signal always produces the same received signal, i.e., the received signal is a definite function of
the transmitted signal, then the effect may be called distortion.
If this function has an inverse - no two transmitted signals
producing the same received signal - distortion may be corrected, at least in principle, by merely performing the inverse
functional operation on the received signal.
The case of interest here is that in which the signal does notalways undergo the same change in transmission. In this case we
may assume the received signal E to be a function of the transmItted sIgnal S and a second varIable, the noise N.
E - f(S ,.LV),

The noise is considered to be a chance variable just as the message \-vas above. In general it may be represented by a suitable
stochastic process. The most general type of noisy discrete channel we shall consider is a generalIzation of the finIte state noisefree channel described previously. We assume a finite number ofstates and a set of probabilities

66

The Mathematical Theory of Communication

Pa,i ({1,j).

This is the probability, if the channel is in state a and symbol iis transmitted, that symbol j will be received and the channel
left in state {3. Thus a and {3 range over the possible states, i overthe possible transmitted signals and j over the possible received
signals. In the case where successive symbols are independently
perturbed by the noise there is only one state, and the channel is
described by the set of transition probabilities Pi (j), the probability of transmitted symbol i being received as j.
If a noisy channel is fed by a source there are two statisticalprocesses at work: the source and the noise. Thus there are anumber of entropies that can be calculated. First there is theentropy H (x) of the source or of the input to the channel (thesewill be equal if the transmitter is non-singular). The entropy ofthe output of the channel, i.e., the received signal, will be denotedby H (y). In the noiseless case H (y) = H (x). The joint entropy
of input and output will be H (x,y). Finally there are two conditional entropies Hx(Y) and Hy(x), the entropy of the output
when the input is known and conversely. Among these quantities
we have the relations
H(x,y) = H(x)+ Hx(Y) = H(y) + Hy(x).

All of these entropies can be measured on a per-second or a persymbol basis.
1-2. Equivocation and Channel Capacity

If the channel is noisy it is not in general possible to reconstruct

the original message or the transmitted signal }'!lith certainty by
any operation on the receivcd signal E. Therc arc, however, waysof transmitting the information which are optimal in combating
noise. This is the problem which we now consider.
Suppose there are two possible symbols 0 and 1, and we aretransmitting at a rate of 1000 symbols per second with probabilities po PI~. Thus our source is producing infOIIllation at therate of 1000 bits per second. During transmission the noise introduces errors so that, on the average, 1 in 100 is received incorrectly (a 0 as 1, or 1 as 0). What is the rate of transmission of

The Discrete Channel with Noise67

information? Certainly less than 1000 bits per second since about
1% of the received symbols are incorrect. Our first impulse might
be to say the rate is 990 bits per second, merely subtracting the
expected number of errors. This is not satisfactory since it fails
to take into account the recipient's lack of knowledge of where
the errors occur. We may carry it to an extreme case and suppose
the noise so great that the received symbols are entirely independent of the transmitted symbols. The probability of receiving
1 is ! whatever was transmitted and similarly for O. Then about
half of the received symbols are correct due to chance alone, andwe would be giving the system credit for transmitting 500 bits
per second while actually no information is being transmitted atall. Equally "good" transmission would be obtained by dispensing
with the channel entirely and flipping a coin at the receiving
point.
Evidently the proper correction to apply to the amount of information transmitted is the amount of this information which is
missing in the received signal, or alternatively the uncertainty
when we have received a signal of what was actually sent. From
our previous discussion of entropy as a measure of uncertainty it
seems reasonable to use the conditional entropy of the message,
knowing the received signal, as a measure of this missing information. This is indeed the proper definition, as we shall see later.
Following this idea the rate of actual transmission, R, would beobtained by subtracting from the rate of production (i.e., theentropy of the source) the average rate of conditional entropy.
R = H(x) - Hy(x)The conditional entropy Hy(x) will, for convenience, be called
the equivocation It measures the average ambiguity of the reeeived signal.
In the example considered above, if a 0 is rcccived the a postenon probability that a 0 was transmitted IS .99, and that a 1 wastransmitted is .01. These figures are reversed if a 1 is received.
Hence---------1H"'"y..-t-(~x)+-=-~~[.99log .99 + 0.01 log 0.01]1--------= .081 bits/symbolor 81 bits per second. We may say that the system IS transmittingThe Mathematical Theory of Communication

88

at a rate 1000 81
919 bits per second. In the extreme casewhere a 0 is equally likely to be received as a 0 or 1 and similarlyfor 1, the a postertori probabilities are !, ! andH 1I(x) =a log! + ! log !]-= 1 bit per symbolor 1000 bits per second. The rate of transmission is then 0 as itshould be.
The following theorem gives a direct intuitive interpretation of
the equivocation and also serves to justify it as the unique appropriate measure. We consider a communication system and an
observer (or auxiliary device) who can see both what is sent andwhat is recovered (with errors due to noise). This observer notes
the errors in the recovered message and transmits data to thereceiving point over a "correction channel" to enable the receiverto correct the errors. The situation is indicated schematically in
Fig. 8.
CORRECTION DATAIOBSERVER

M'

M
SOURCE

Fig. 8.

TRANSMITTERRECEIVER~
CORRECTING
DEVICE

Schematic diagram of a correction system.

Theorem 10: If the correction channel has a capacity equal toHy(x) it is possible to so encode the correction data as to 8end it
over this channel and correct all but an arbitrarily small fraction
e of the errors. This is not possible if the channel capacity is lessthan Hy(x).
Roughly then, II y (x) is the amount of additional information

The Discrete Channel with Noise69

that must be supplied per second at the receiving point to correct
the received message.
To prove the first part, consider long sequences of received
message M' and corresponding original message M. There will be
logarithmically THy (x) of the M's which could reasonably haveproduced each M'. Thus we have THy (x) binary digits to sendeach T seconds. This can be done with f frequency of errors on achannel of capacity Hy(x).
The second part can be proved by noting, first, that for any
discrete chance variables x, y,, Z

Hy(x,z) > Hy(x).
The left-hand side can be expanded to giveHy(z) + Hyz(x) > Hy(x)Hyz (x) > H fAx ) - H y(z ) >H1/ (x) - H (z ) .
If we identify x as the output of the source, y as the received
signal and z as the signal sent over the correction channel, thenthe right-hand side is the equivocation less the rate of transmission over the correction channel. If the capacity of this channel
is less than the equivocation the right-hand side will be greaterthan zero and H1/z(x) > o. But this is the uncertainty of what
was sent, 'knowing both the received signal and the correction
signal. If this is greater than zero the frequency of errors cannot
be arbitrarily small.

Example:Suppose the errors occur at random in a sequence of binary digits:
probability p that a digit is wrong and q = 1 - P that it is right.
These errors can be corrected if their position is known. Thus thecorrection channel need only send information as to these positions.
This amounts to transmitting from a source which produces binary
digits with probability p for 1 (incorrect) and q for 0 (correct). Thisrequires a channel of capacity[p log p + q log q]

which is the equivocation of the original system.

The rate of transmission R can be written in two other forms
due to the Identities noted above. We haveThe Mathematical Theory of Communication

70

R

H(x)

Hy(x)

= H (y) - Hx(Y)=H(x) +H(y) -H(x,y).

The first defining expression has already been interpreted as theamount of information sent less the uncertainty of what was sent.
The second measures the amount received less the part of thiswhich is due to noise. The third is the sum of the two amounts
less the joint entropy and therefore in a sense is the number ofbits per second common to the two. Thus all three expressions
have a certain intuitive significance.
The capacity C of a noisy channel should be the maximum possible rate of transmission, i.e., the rate when the source is properly
matched to the channel. We therefore define the channel capacity by
C = Max (H (x) - Hy(x))
where the maximum is with respect to all possible information
sources used as input to the channel. If the channel is noiseless,Hy(x) = O. The definition is then equivalent to that alreadygiven for a noiseless channel since the maximum entropy for thechannel is its capacity by Theorem 8.
13. The Fundamental Theorem for a Discrete Channel
with Noise

It may seem surprising that we should define a definite capacity C for a noisy channel since we can never send certain
information in such a case. It is clear, however, that by sending
the information in a redundant form the probability of errors canbe reduced. For example, by repeating the message many times
and by a statistical study of the different received versions of themessage the probability of errors could be made very small. One
would expect, however, that to make this probability of errors
approach zero, the redundancy of the encoding must increaseindefinitely, and the rate of transmission therefore approach zero.
This is by no means true. I f it were, there would not be a very
well defined capacity, but only a capacity for a given frequencyof errors, or a given equivocation; the capacity going down as theThe Discrete Channel with Noise71

error requirements are made more stringent. Actually the capacity C defined above has a very definite significance. It is possible to send information at the rate C through the channel withas small a frequency of errors or equivocation as desired byproper encoding. This statement is not true for any rate greaterthan C. If an attempt is made to transmit at a higher rate than C,
say C + R l , then there will necessarily be an equivocation equal
to or greater than the excess R , Nature takes payment by requiring just that much uncertainty, so that we are not actually
getting any more than C through correctly.
The situation is indicated in Fig. 9. The rate of information into
the channel is plotted horizontally and the equivocation vertically. Any point above the heavy line in the shaded region canbe attained and those below cannot. The po in ts on the line cannot
in general be attained, but there will usually be two points on theline that can.
These results are the main justification for the definition of C
and will now be proved.

Theorem 11: Let a discrete channel have the capacity C anda discrete source the entropy per second H. If H < C there exists
a coding system such that the output of the source can be transmitted over the channel with an arbitrarily small frequency oferrors (or an arbitrarily small equivocation). If H > C it is possible to encode the source so that the equivocation is less thanH - C + f. where f. is arbitrarily small. There is no method of
encoding which gives an equivocation less than H - C.
The method of proving the first part of this theorem is not by
exhibiting a coding method having the desired propertIes, but byshowing that such a code must exist in a certain group of codes.

Fig. 9. -The equivocation possible for a given input entropy to a channel.

72

The Mathematical Theory of Communication

In fact we will average the frequency of errors over this groupand show that this average can be made less than e. If the averageof a set of numbers is less than £ there must exist at least one in
the set which is less than e. This will establish the desired result.
The capacity C of a noisy channel has been defined asC= Max (H(x) - Hy(x))

where x is the input and y the output. The maximization is overall sources which might be used as input to the channel.
Let So be a source which achieves the maximum capacity C.
If this maximum is not actually achieved by any source (butonly approached as a limit) let So be a source which approximatesto giving the maximum rate. Suppose So is used as input to thechannel. We consider the possible transmitted and received sequences of a long duration T. The following will be true:
1. The transmitted sequences fall into two classes, a high probability group with about 2 T H ( Z ) members and the remaining sequences of small total probability.

2. Similarly the received sequences have a high probability setof about 2T H ( y ) members and a low probability set of remaining
sequences.
3. Each high probability output could be produced by about2
inputs. The total probability of all other cases is small.
4. Each high probability input could result in about 2T H . ( Z )outputs. The total probability of all other results is small.
T H . (Z)All the e's and 8's implied by the words "small" and "about" inthese statements approach zero as we allow T to increase and So
to approach the maximizing source.
The SItuation IS summaflzed In FIg. 10 where the input sequences are points on the left and output sequences points on theright The upper fan of cross lines represents the range of possible
causes for a typical output. The lovler fan represents the range ofpossible results from a typical input. In boLh cases the "small
probabilIty" sets are ignored.
Now suppose we have another source S, producing information
at rate R with R < C In the period T this source will have 2T R
high probability messages. Vle wish to associate these with a

The Discrete Channel with Noise

73

f

•
•
•
•
•
•

II.

•
•

2 H(lf)2'

PROBABILlTY:===:::~§§~~HIGH
MESSAGES

2H,(lf)2'•

REASONABLE CAUSESFOR EACH f••

REASONABLE EFFECTS
FROM EACH II.

••

2 B ( . ) 2'
HIGH PROBABILITY
RECEIVED SIGNALS

•
•

•

•

Fig. 10. - Schematic representation of the relations 'between inputs and outputs
in a channel.

selection of the possible channel inputs in such a way as to get asmall frequency of errors. We will set up this association in all
possible ways (using, however, only the high probability group of
inputs as determined by the source So) and average the frequencyof errors for this large class of possible coding systems. This is thesaIIle as calculating the frequency of errors for a random associatlOn of the messages and channel Inputs of duration '1'. Suppose aparticular output Yl is observed. What is the probability of morethan one message from S, in the set of possible canses of Yl?
There are 2 T R messages distributed at random in 2 T H ( Z ) points.
The probability of a particular point being a message is thus
2T(R-H (z» •The probability that none of the points in the fan is a message(apart from the actual originating message) is------------.A.P-------~[l - 2T(R-H(z»]f-27'_H=-1I(_"')~.

_

74

The Mathematical Theory of Communication

NovV' R < H (x)H 1I(x)positive. Consequently

80

R

H (x)

1J with 1J

approaches (as T ~ 00)

1 - 2- T '7.
Hence the probability of an error approaches zero and the firstpart of the theorem is proved.
The second part of the theorem is easily shown by noting that
we could merely send C bits per second from the source, completely neglecting the remainder of the information generated. At
the receiver the neglected part gives an equivocation H (x) - C
and the part transmitted need only add e. This limit can also be
attained in many other ways, as will be shown when we consider
the continuous case.
The last statement of the theorem is a simple consequence ofour definition of C. Suppose we can encode a source with H (x) =C + a in such a way as to obtain an equivocation Hy(x) = a - £with £ positive. Then
H(x) - Hy(x)=C +ewith e positive. This contradicts the definition of C as the maximum of H (x) - Hy(x).
Actually more has been proved than was stated in the theorem.
If the average of a set of positive numbers is within e of zero, afraction of at most y'--; can have values greater than V;. Since£ is arbitrarily small we can say that almost all the systems arearbitrarily close to the ideal.
14. Discussion

The demonstration of Theorem 11, while not a pure existence
proof, has some of the deficIencIes of such proofs. An attempt toobtain a good approximation to ideal coding by following themethod of the proof is generally impractical In fact, apart fromsome rather trivial eases and certain limiting situations, no ex
plicit description of a series of approximation to the ideal has
been found. Probably thIS IS no aCCIdent but IS related to theThe Discrete Channel with Noise75

difficulty of giving an explicit construction for a good approximation to a random sequence.
An approximation to the ideal would have the property that if
the signal is altered in a reasonable way by the noise, the originalcan still be recovered. In other words the alteration will not ingeneral bring it closer to another reasonable signal than the original. This is accomplished at the cost of a certain amount of
redundancy in the coding. The redundancy must be introducedin the proper way to combat the particular noise structure involved. However, any redundancy in the source will usually help
if it is utilized at the receiving point. In particular, if the source
already has a certain redundancy and no attempt is made toeliminate it in matching to the channel, this redundancy will help
combat noise. For example, in a noiseless telegraph channel one
could save about 50% in time by proper encoding of the messages. This is not done and most of the redundancy of English
remains in the channel symbols. This has the advantage, however, of allowing considerable noise in the channel. A sizablefraction of the letters can be received incorrectly and still reconstructed by the context. In fact this is probably not a bad approximation to the ideal in many cases, since the statistical structureof English is rather involved and the reasonable English sequences are not too far (in the sense required for theorem) froma random selection.
As in the noiseless case a delay is generally required to approach the ideal encoding. It now has the additional function ofallowing a large sample of noise to affect the signal before any
judgment is made at the receiving point as to the original message. Increasmg the sample SIze always sharpens the possible
statistical assertions.
The content of Theorem 11 and its proof can be formulated ina somewhat different 'vVay which exhibits the connection with thenoiseless case more clearly. Consider the possible signals of duration T and suppose a subset of them is selected to be used. Let
those in the subset all be used with equal probability, and suppose
the receiver is constructed to select, as the original signal, themost probable cause from the subset, when a perturbed signal isreceived. We define Iv(T, q) to be the maximum number of sig-

The Mathematical Theory of Communication

76

nah:; we can choose for the subset such that the probability of anincorrect interpretation is less than or equal to q.

Theorem 12: Lim log NiT, q)=

C, where C is the channel ca-

T--+oopacity, provided that q does not equal 0 or 1.
In other words, no matter how we set our limits of reliability,
we can distinguish reliably in time T enough messages to correspond to about CT bits, when T is sufficiently large. Theorem 12
can be compared with the definition of the capacity of a noiselesschannel given in section 1.
1S. Example of a Discrete Channel and Its Capacity

A simple example of a discrete channel is indicated in Fig. 11.
There are three possible symbols. The first is never affected bynoise. The second and third each have probability p of coming
through undisturbed, and q of being changed into the other of the••

RECEIVEDSYMBOLS

TRANSMITTEDSYMBOLSp

Fig. 11. -Example of a discrete channel.

pair. Let ex = - [p log p + q log q] and let P, Q and Q be theprobabilities of using the first, second and third symbols respec
tively (the last two being equal from consideration of symmetry).
We have:
H(x) - -P log P - 2Q log Q
Hy(x) - 2Qa.

We wish to choose P and Q in such a way as to maximize
H (x)H y(x), subject to the constraint P + 2Q - 1. Hence weconsider77

The Discrete Channel with Noiseu

P log P

au

1

ap

2Qa t A(P2Q log Q+ 2Q)

log P + X - 0

au

7iQ = - 2 - 2 log Q - 2a + 2X = o.
Eliminating X

log P = log Q + a
P = Qe" = Q~
1~

Q = ~ + 2·

P = ~ +2

The channel capacity is thenC = log~+2~.

Note how this checks the obvious values in the cases p = 1 andp = !. In the first, f3 = 1 and C = log 3, which is correct since
the channel is then noiseless with three possible symbols. If p =!, f3 = 2 and C = log 2. Here the second and third symbols cannot be distinguished at all and act together like one symbol. The
first symbol is used with probability P = ! and the second andthird together with probability j . This may be distributed between them in any desired way and still achieve the maximum
capacity.
For intermediate values of p the channel capacity will lie between log 2 and log 3. The distinction between the second andthird symbols conveys some information but not as much as in
the noiseless case. The first symbol is used somewhat more frequently than the other two because of its freedom from noise.
16. The Channel Capacity in Certain Special Cases

If the noise affects successive channel symbols independently it
can be described by a set of transition probabilities pij. This is
the probabihty, if symbol t is sent, that j Will be received. The
channel capacity is then given by the maximum ofThe Mathematical Theory of Communication78

where we vary the P l subject to zP lmethod of Lagrange to the equations,~ psi log
1

1. This leads by thes = 1, 2 , "

psi
= }J.
LPiPii
i

Multiplying 'by P, and summing on s shows that. u « -C. Let
the inverse of psi (if it exists) be hst so that LhstPsi = Oti. Then:s~hstpsi log psi - log ~ PiPit =
S.l
l

-

C L i.:s

Hence:or,This is the system of equations for determining the maximizing
values of Pi, with C to be determined so that ~Pi = 1. When thisis done C will be the channel capacity, and the Pi the proper
probabilities for the channel symbols to achieve this capacity.
If each input symbol has the same set of probabilities on thelines emerging from it, and the same is true of each output sym-

a

b

c

Fig. 12. - Examples of discrete channels with the same transition probabilities
for each input and for each output.

bol, the capacity can be easily calculated, Examples are shown in
Fig. 12. In such a case Hx(Y) is independent of the distribution of

79

The Discrete Channel with Noise

probabilities on the input symbols, and is given by~ Pl log P~
where the Pi are the values of the transition probabilities fromany input symbol. The channel capacity is
Max [H (y) - Hx(Y)]= Max H(y) + ~ Pi log Pi.
The maximum of H (y) is clearly log m where m is the number of
output symbols, since it is possible to make them all equallyprobable by making the input symbols equally probable. The
channel capacity is therefore
C = log m + ~ Pi log Pi.

In Fig. 12a it would be
C = log 4 - log 2 = log 2.

This could be achieved by using only the 1st and 3d symbols. In
Fig. 12b
C = log 4 - flog 3 - ~ log 6= log 4 - log 3 - ~ log 2= Iog 31 23'
5

In Fig. 12c we have
C = log 3 - ~ log 2 - ~ log 3 -i log 63

= log 2! 31 6 t .
Suppose the symbols fall into several groups such t.hat t.he noise
never causes a symbol in one group to be mistaken for a symbol
in another group. Let the capacity for the nth group be en (inbits per second) when we use only the symbols In thIS group.
Then it is easily shown that, for best use of the entire set, thetotal probability P n of all symbols in the nth group should be\Vithin a group the probability is distributed just as it would be
if these were the only symbols being used. The channel capacity is

The Mathematical Theory of Communication

80

17. An Example of Efficient Coding

The following example, although somewhat artificial, is a case inwhich exact matching to a noisy channel is possible. There are
two channel symbols, 0 and 1, and the noise affects them in blocksof seven symbols. A block of seven is either transmitted without
error, or exactly one symbol of the seven is incorrect. These eight
possibilities are equally likely. We have
C = Max [H(y) - H;z;(Y)]f [7 + ~ log ~]= f bits/symbol.

=

An efficient code, allowing complete correction of errors andtransmitting at the rate 0, is the following (found by a method
due to R. Hamming) :Let a block of seven symbols be Xl' X 2 , • • • ,X7 • Of theseX g , X 5 , X 6 and X 7 are message symbols and chosen arbitrarily
by the source. The other three are redundant and calculated asfollows:
X 4 is chosen to make ex = X 4 + X 5 + X 6 + X 7 even
X2 "
Xl "

"

"

"

f3 = X 2 + X a + X 6 + X 7

"

"

"

"

Y

= Xl + X + X + X

"

g

5

7

When a block of seven is received ex, f3 and yare calculated andif even called zero, if odd called one. The binary number ex f3 ythen gives the subscript of the Xi that is incorrect (if 0 there
was no error) .10
For some further examples of self-correcting codes see M. J. E. Golay,"Notes on DIgItal Codmg," Proceedm(Js of the lnst'ttute of Radw En(Jmeers,v. 37, No. 6, June, 1949, p. 637.
10

-wr---------

We now consider the case where the signals or the messages orboth are continuously variable, in contrast with the discrete
nature assumed heretofore. To a considerable extent the continuous case can be obtained through a limiting process from thediscrete case by dividing the continuum of messages and signals
into a large but finite number of small regions and calculating
the various parameters involved on a discrete basis. As the sizeof the regions is decreased these parameters in general approachas limits the proper values for the continuous case. There are,however, a few new effects that appear and also a general changeof emphasis in the direction of specialization of the general results
to particular cases.
We will not attempt, in the continuous case, to obtain our
results with the greatest generality, or with the extreme rigor ofpure mathematics, since this \vould involve a great deal of abstract measure theory and would obscure the main thread of theanalysis. A preliminary study, however, indicates that the theory
can be formulated in a completely axiomatic and rigorous manner
which includes both the continuous and discrete cases and manyothers The occasional liberties taken with limiting processes in
the present analysis can be justified in all eases of practicalinterest.
18. Sets and Ensembles of Functions

We shall have to deal in the continuous case with sets of func-

82

The Mathematical Theory of Communication

tiofis and ensembles of functions. A set of functions, as the nameimplies, is merely a class or collection of functions, generally of
one variable, time. It can be specified by giving an explicit representation of the various functions in the set, or implicitly bygiving a property which functions in the set possess and others
do not. Some examples are:

1. The set of functions:fe(t) = sin (t + 8).

Each particular value of 8 determines a particular function in
the set.
2. The set of all functions of time containing no frequencies overW cycles per second.
3. The set of all functions limited in band to Wand in amplitude
to A.
4. The set of all English speech signals as functions of time.
An ensemble of functions is a set of functions together with aprobability measure whereby we may determine the probabilityof a function in the set having certain properties.' For example
with the set,fe (t) = sin (t + 8),
we may give a probability distribution for 8, say P(8). The set
then becomes an ensemble.
Some further examples of ensembles of functions are:

1. A finite set of functions !k(t) (k = 1, 2, . . . , n) with theprobability of fk being Pk.
2. A finite dimensional family of functions.

with a probability distribution for the parameters l¥i:

For example we could consider the ensemble defined bynn=l

In mathematical terminology the functions belong to a measure space
whose total measure is unity.

1

Continuous Information

83

with the amplitudes a~ distributed normally and independ
ently, and the phases (}i distributed uniformly (from 0 to 271'")
and independently.
3. The ensemble+00
sin 7r(2Wt - n)f( ai, t) = ""LJ an -----"-------'-n=-oo

7r(2Wt - n)with the ai normal and independent all with the same standard
deviation y'N. This is a representation of "white" noise, band
limited to the band from 0 to lV cycles per second and withaverage power N.2
4. Let points be distributed on the t axis according to a Poisson
distribution. At each selected point the function I (t) is placed
and the different functions added, giving the ensemble

where the tk are the points of the Poisson distribution. This
ensemble can be considered as a type of impulse or shot noise
where all the impulses are identical.
5. The set of English speech functions with the probability measure given by the frequency of occurrence in ordinary use.
An ensemble of functions la(t) is stationary if the same ensemble results when all functions are shifted any fixed amountin time. The ensemblefe (t) = sin (t + 8)
is stationary if 8 is distributed uniformly from 0 to 271". If weshift each function by tx we obtainle(t + ttl = sin (t + t, + 8)
- sin (t + If)
2

This repre~entation can be used as a definition of band limited white noise.

It has certain advantages in that it involves fewer limiting operations than

do definitions that have been used in the past. The name "white noise,"already firmly intrenched in the literature, is perhaps somewhat unfortunate. In optics white light means either any continuous spectrum as contrasted WIth a pomt spectrum, or a spectrum whiCh IS fiat WIth wavelength(whiCh IS not the same as a spectrum flat WIth frequency).

84

The Mathematical Theory of Communication

with If distributed uniformly from 0 to 271". Each function haschanged but the ensemble as a whole is invariant under the translation. The other examples given above are also stationary.
An ensemble is ergodic if it is stationary, and there is nosubset of the functions in the set with a probability different
from 0 and 1 which is stationary. The ensemblesin (t + 0)
is ergodic. No subset of these functions of probability =1= 0, 1 istransformed into itself under all time translations. On the other
hand the ensemble
a sin (t + 0)
with a distributed normally and 0 uniform is stationary but not
ergodic. The subset of these functions with a between 0 and 1, forexample, is stationary, and has a probability not equal to 0 or 1.
Of the examples given, 3 and 4 are ergodic, and 5 may perhaps
be considered so. If an ensemble is ergodic we may say roughlythat each function in the set is typical of the ensemble. Moreprecisely it is known that with an ergodic ensemble an averageof any statistic over the ensemble is equal (with probability 1)
to an average over all the time translations of a particular function in the set." Roughly speaking, each function can be expected,
as time progresses, to go through, with the proper frequency, all
the convolutions of any of the functions in the set.
Just as we may perform various operations on numbers orfunctions to obtain new numbers or functions, we can perform
operations on ensembles to obtain new ensembles. Suppose, forexample, we have an ensemble of functions faU) and an operator
T which gives for each function fa( t) a resulting function ga (t) :This is the famous ergodic theorem or rather one aspect of this theorem
whICh was proved In somewhat different formulatIOns by Blrkhoff, von
Neumann, and Koopman, and subsequently generalized by Wiener, Hopf,
IImewicz and others: The literature on elgodlC theOlY is quite extensive
and the reader is referred to the papers of these WrIters for precise andgeneral formulations; e.g., E. Hopf "Er~odentheorie," Ergebnisse der Mathematic und ihrer Grenzgebiete, v 5; "On Causalit.y Statistics and Prohability," Journal of Mathematics and Physics. v. XIII, No. I, 1934; N.
Wiener "The Ergodic Theorem," Duke Mathematical Journal, v. 5, 1939.

3

85

Continuous Information

Probability measure is defined for the set ga (t) by means of thatfor the set ta{t). The probability of a certain subset of the ga(t)functions is equal to that of the subset of the fa (t) functions
which produce members of the given subset of g functions under
the operation T. Physically this corresponds to passing theensemble through some device, for example, a filter, a rectifier
or a modulator. The output functions of the device form theensemble ga(t).
A device or operator T will be called invariant if shifting the
input merely shifts the output, i.e., if
ga(t) = Tfa(t).

impliesga(t + t l ) = Tfa(t + td

for all fa(t) and all t i • It is easily shown (see Appendix 5) that
if T is invariant and the input ensemble is stationary then the
output ensemble is stationary. Likewise if the input is ergodic theoutput will also be ergodic.
A filter or a rectifier is invariant under all time translations.
The operation of modulation is not, since the carrier phase givesa certain time structure. However, modulation is invariant under
all translations which are multiples of the period of the carrier.
Wiener has pointed out the intimate relation between the invariance of physical devices under time translations and Fourier
theory." He has shown, in fact, that. if a device is linear as wellas invariant Fourier analysis is then the appropriate mathematical tool for dealing with the problem.
An ensemble of functions is the appropriate mathematicalrepresentation of the messages produced by a continuous source(for example, speech), of the signals produced by a transmitter,and of the perturbing noise. Communication theory is properly
Communication theory is heavily indebted to Wiener for much of its
baSIC phIlosophy and theory. HIS claSSIC NDRC report, The Interpolatwn,
Extrapolation, and Smoothing of Stationary Time Series (Wiley, 1949),
contains the first clear-cut fOlllIulation of communication theory as a statistical problem, the study of operations on time series. This work, althoughchiefly concerned with the linear prediction and filtering problem, is an

4

important. collateral reference in connection with the present paper. We

may also refer here to Wiener's Cybernetics (Wiley, 1948), dealing with thegeneral problems of communication and control.

86

The Mathematical Theory of Communication

concerned, as has been emphasized by Vlicner, not with operations on particular functions, but with operations on ensemblesof functIOns. A communication system is designed not for a particular speech function and still less for a sine wave, but for theensemble of speech functions.
19. Band Limited Ensembles of Functions

If a function of time f(t) is limited to the band from 0 to W
cycles per second it is completely determined by giving its ordi-

nates at a series of discrete points spaced 2~ seconds apart in themanner indicated by the following result."
Theorem 13: Let f(t) contain no frequencies over W.
Then~
sin 7l'"(2Wt - n)nj(t) = LJX()-00
7l'" 2Wt - n
where

In this expansion f (t) is represented as a sum of orthogonal
functions. The coefficients X n of the various terms can be considered as coordinates in an infinite dimensional "function space."
In this space each function corresponds to precisely one pointand each point to one function.
A function can be considered to be substantially limited to atime T if all the ordinates X; outside this interval of time are
zero. In this case all but 2TJV of the coordinates will be zero.
Thus functions limited to a band Wand duration T correspondto points in a space of 2TlV dimensions.
A subset of the functions of band Wand duration T corresponds to a region in this space. For example, the functions
whose total energy is less than or equal to E correspond topoints in a 2TH' dimensional sphere \-)lith radius r
vi 2lVE.
An ensemble of furrotitrrrs of limited duration and band will be
5 Fm a proof of this themem and fUl ther discussion see the author's paper"Communication in the Presence of Noise" publi:::Jh£'d in the Proceedings oj
the Institute of Radio Engineers, v, 37, No. 1, Jan., 1949, pp. 10 21.

Continuous Information87

represented by a probability distribution P (Xl' " , x n ) in thecorresponding n dimensional space. If the ensemble is not limited
in time we can consider the 2TW coordinates in a given interval
T to represent substantially the part of the function in theinterval T and the probability distribution P (Xl' • • • , X n ) to
give the statistical structure of the ensemble for intervals of thatduration.
20. Entropy of a Continuous Distribution

The entropy of a discrete set of probabilities PI' . . . , P» hasbeen defined as:

H = - L Pi log Pi.
In an analogous manner we define the entropy of a continuous
distribution with the density distribution function P (x ~ by:

L:

H = -

p(x) log p(x) dx.

With an n dimensional distribution P (Xl, '.' • , x n ) we have
H =

-

J. oj
0

P(XI

0

0

0

x n ) log P(Xl,

0

0

0

,

x n ) dx,

0

0

0

dx.;

If we have two arguments X and y (which may themselves bemultidimensional) the joint and conditional entropies of P (x, y)

are given by
H(x, y) = -JJp(x, y) log p(x, y) dx dy

andTT x Ey ~.u.

H (x ),Idx dy
if p (x, y~ log p(x,
p(x)
dx dy
If p (x, y) log p(x,
p(y)
y)
y)

where
r

J

The entropies of continuous distributions have most (but not

The Mathematical Theory of Communication

88all) of the properties of the discrete ca8e. In particular we havethe following:
1. If x is limited to a certain volume v in its space, then H (x) is

a maximum and equal to log v when p(x) is constant (~)
in the volume.
2. With any two variables x, y we haveH(x, y)< H(x) + H(y)with equality if (and only if) x and yare independent, i.e.,p(x,y) = p(x) p(y'Y (apart possibly from a set of points ofprobability zero).
3. Consider a generalized averaging operation of the followingtype:~

p' (y) =Ja(x, y) p(x) dx

with

f

a(x, y) dx =fa(x, y) >a(x, y) dy = 1,o.

Then the entropy of the averaged distribution p'(y) is equal
to or greater than that of the original distribution p(x).
4. We haveH(x, y)= H(x) + H:c(y) = H(y) + H

andH:c(y)1I(x)< H (y).

5. Let p(x) be a one-dimensional distribution. The form of p(x)giving a maximum entropy subject to the condition that thestandard deviation of x be fixed at u is Gaussian. To show this
we must maximize

f

H(x)

p(x) log p(x) dx

with1( p(x)x dx
2

1

and

f

p(x) dx

as constraints. ThIS requires, by the calculus of varIations,maXimizing______p-p(x) log p(x)+ Ap(X)X + I-Lp(x)] dx.
2Continuous Information

89

The condition for this is-1 - log p(x) + AX2 + M = 0
and consequently (adjusting the constants to satisfy the constraints)

2
p(X) = - -1
- -2e-(x/2f1).
y!2; aSimilarly in n dimensions, suppose the second order momentsof P (Xl' • • • ,Xn ) are fixed at A i j :A ii =J...J

XiXiP(Xi, . . . , X n )dx, ... dx.;

Then the maximum entropy occurs (by a similar calculation)
when P (Xl, • • • , x n ) is the n dimensional Gaussian distribution with the second order moments Aij.
6. The entropy of a one-dimensional Gaussian distribution whose
standard deviation is (T is given by
H(x) =logy!2;eO'.

This is calculated as follows:
P(X

)

1

=

e-(X2/2f12)

y21r Ux2-- log p(x) = log y21r U + 2u 2H(x) = -Jp(x) log p(x) dx

fp(x) log v'27f (1 dx +fp(x)- log v'21r U +2(12= log vZ; U + log

ve- log V21fi U •Similarly the n dimensional Gaussian distribution with associated quadratic form ai, is given by~Ii((2 ) '2 exp

90

The Mathematical Theory of Communicationand the entropy can be calculated as
H = log (21re)n/2 ~_-_iwhere I aij I is the determinant whose elements are aij.
7. If x is limited to a half line (p(x) = 0 for x < 0) and the first
moment of x is fixed at a:

1

00

a =

p(x)x dx,

then the maximum entropy occurs whenp(x) = -1e-(z/a)aand is equal to log ea.
8. There is one important difference between the continuous anddiscrete entropies. In the discrete case the entropy measures inan absolute way the randomness of the chance variable. In thecontinuous case the measurement is relative to the coordinate
system. If we change coordinates the entropy will in generalchange. In fact if we change to coordinates YI . . . Yn the newentropy is given by
H(y) =J...JP(Xl ... x J(1-)n)

log P(Xl ... x n )J( ~ ) dYl ... dYn

where J (:) is the Jacobian of the coordinate transformation.
On expanding the logarithm and changing variables to Xl • • •X n , we obtain:
H(y) - H(x) - f· . ·fp(Xl' ... , x n) log

J( ~ ) dXl ... dx n.

Thus the new entropy is the old entropy less the expected logarithm of the Jacobian In the continuous case the entropy canbe considered a measure of randomness relative to an assumed
standard, namely the coordinate system chosen with eachsmall volume element dXI • • • dXn given equal weight. When

we change the coordinate system the entropy in the new systern mea,sures the randomness when equal volume elements
dYI . . . dYn in the ne')."': system are given equal weight.

In spite of this dependence on the coordinate system the_Continuous Information

91

entropy concept is as important in the continuous case as thediscrete case. This is due to the fact that the derived concepts
of information rate and channel capacity depend on the difference of two entropies and this difference does not depend on
the coordinate frame, each of the two terms being changed by
the same amount.
The entropy of a continuous distribution can be negative.
The scale of measurements sets an arbitrary zero corresponding to a uniform distribution over a unit volume. A distribution which is more confined than this has less entropy and will
be negative. The rates and capacities will, however, always be
non-negative.

9. A particular case of changing coordinates is the linear transformation

In this case the Jacobian is simply the determinant I ai, 1-1 andH(y) = H(x)

.

+ log

1 aij

I.

In the case of a rotation of coordinates {or any measure preserving transformation) J = 1 and H (y) = H (x).
21. Entropy of an Ensemble of Functions

Consider an ergodic ensemble of functions limited to a certain
band of width W cycles per second. Let
P (Xl' . • . ,Xn )be the density distribution function for amplitudes Xl • • • X n at
n successive sample points. We define the entropy of the ensemble
per degree of freedom by

H'

1 (

(

log P(Xl, ... , x n ) dXI ... dx n •We may also define an entropy H per second by dividing, not byn, but by the time T in seconds for n samples. Since n 2TW,
H - 2WH'.

92

The Mathematical Theory of Communication

Vlith white thermal noise p is Gaussian and we have

H' = log ,; 27reN,
H = W log 2rreN.
For a given average power N, white noise has the maximum
possible entropy. This follows from the maximizing properties of
the Gaussian distribution noted above.
The entropy for a continuous stochastic process has many
properties analogous to that for discrete processes. In the discrete
case the entropy was related to the logarithm of the probabilityof long sequences, and to the number of reasonably probable sequences of long length. In the continuous case it is related in asimilar fashion to the logarithm of the probability density for along series of samples, and the volume of reasonably high probability in the function space.
More precisely, if we assume p (Xl' ••. ,xn ) continuous in all
the Xi for all n, then for sufficiently large n
1

10: p - H' I < E

for all choices of (Xl, • . . , x n ) apart from a set whose total
probability is less than 8, with 8 and £ arbitrarily small. This follows from the ergodic property if we divide the space into a large
number of small cells.
The relation of H to volume can be stated as follows: Under
the same assumptions consider the n dimensional space corresponding to P(Xl' ••• ,xn) . Let Vn(q) be the smallest volume inthis space which includes in its interior a total probability q.
Then
Lim log Vn(q)n-+ oonH'provided q does not equal 0 or 1.
These results show that for large n there is a rather well-definedvolume (at least in the logarithmic sense) of high probability,
and that within this volume the probability density is relatively
unifonn (again in the logarithmic sense).
In the 'Nhite noise case the distribution function is given by
1(27rN) n/2 exp

93Continuous Information

Since this depends only on ~X1 the surfaces of equal probability
density are spheres and the entire distribution has spherical symmetry. The region of high probability is a sphere of radIUS
vr;N. As n ~ 00 the probability of being outside a sphere ofradius V n (N + f) approaches zero however small e and! timesn~--the logarithm of the volume of the sphere approaches log V 27reN.
In the continuous case it is convenient to work not with theentropy H of an ensemble but with a derived quantity which wewill call the entropy power. This is defined as the power in awhite noise limited to the same band as the original ensemble
and having the same entropy. In other words if H' is the entropyof an ensemble its entropy power is
N 1 = _1_ exp 2H'.
21re

In the geometrical picture this amounts to measuring the highprobability volume by the squared radius of a sphere having thesame volume. Since white noise has the maximum entropy for agiven power, the entropy power of any noise is less than or equal
to its actual power.
22. Entropy Loss in Linear Filters

Theorem 14: If an ensemble having an entropy HI per degreeof freedom in band W is passed through a filter with character..
istic Y (f) the output ensemble has an entropy
H 2 = HI+ --=!;[ log Y"----'(..I--Jf\~1----'2
d"'ol--f.
WJw
~l.
I

The operation of the filter is essentially a linear transformation of
coordinates. If we think of the different frequency components as
the onginal coordmate system, the new frequency components
are merely the old ones multiplied by factors. The coordinatetransformation matrix is thus essentially diagona.lized in terms ofthese coordinates. The Jacobian of the transformation is (for nsine and n cosine components)_

94

The Mathematical Theory of Communication

where the f, are equally spaced through the band W. This becomes in the limit

Since J is constant its average value is the same quantity andapplying the theorem on the change of entropy with a change of

TABLE IENTROPY
POWER
FACTOR

GAIN
1

l-fA/ - - - - -0Il-G12 ___ ~

0

~
(:t
~
1
e2

IMPULSE RESPONSE-8.68

SIN 2 /T t
(ITt)2

I

fA/

-5.32

2 [ SIN t
t3_ COS t
t2

]

I

fA/

I-M.---~·I\-

ENTROPY
POWER GAIN
IN DECIBELS

0.384

-4.15

6 [ COS t - I _ COS t
t4
2t 2

(-!f

-2.66

~

1

_A ..A "+ SIN t

t3

J

\
I

fA/

1--......

il- fA/2 - - - .
n

<,
\

w

1

\

,

1

:\

~,..~

-,.

:

..

\

:\
0

...., '''I"•

e:l CfI

I r-nc: (,-n\t- r-nc;. t I

at" l

J

95

Continuous Information

coordinate8, the re8ult follews. Vie may also phrase it in termsof the entropy power. Thus if the entropy power of the first
ensemble is N 1 that of the second is
N 1 exp~ fw log I Y(f) 1 df.
2

The final entropy power is the initial entropy power multipliedby the geometric mean gain of the filter. If the gain is measured
in db, then the output entropy power will be increased by thearithmetic mean db gain over W.
In Table I the entropy power loss has been calculated (andalso expressed in db) for a number of ideal gain characteristics.
The impulsive responses of these filters are also given for
W = 271", with phase assumed to be o.
The entropy loss for many other cases can be obtained from1
these results. For example the entropy power factor 2" for theefirst case also applies to any gain characteristic obtained from1 - w by a measure preserving transformation of the w axis. In
particular a linearly increasing gain G (w) = w, or a "saw tooth"characteristic between 0 and 1 have the same entropy loss. The
reciprocal gain has the reciprocal factor. Thus l has the factor e2 •w

Raising the gain to any power raises the factor to this power.
23. Entropy of the Sum of Two Ensembles

If we have two ensembles of functions fa (t) and gfJ (t) we canform a new ensemble by "addItIOn." Suppose the first ensemble
has the probability density function p (X t , • • • , Xn) and thesecond q (Xl' . . • ,xn ) . Then the density function for the sum isgiven by the convolution:

Physically this corresponds to adding the noises or signals represented by the original ensembles of functions.
The following result is derived in Appendix 6.
Theorem 15: Let the average power of two ensembles be N 1

The Mathematical Theory of Communication96

and .J.V 2 and let their entropy powers be .J.V I and ll2' Then theentropy power of the sum, n; is bounded by
N I + N 2 < s, < N I + N 2 •White Gaussian noise has the peculiar property that it canabsorb any other noise or signal ensemble which may be added toit with a resultant entropy power approximately equal to the sumof the white noise power and the signal power (measured fromthe average signal value, which is normally zero), provided thesignal power is small, in a certain sense, compared to the noise.
Consider the function space associated with these ensembles
having n dimensions. The white noise corresponds to the spherical
Gaussian distribution in this space. The signal ensemble corresponds to another probability distribution, not necessarily Gaussian or spherical. Let the second moments of this distribution
about its center of gravity be au, That is, if p (Xl' • • • , x n ) is
the density distribution function
aii =

J..-J

P(Xi -ai) (Xi -ai) dx, ... dx;

where the (Xi are the coordinates of the center of gravity. Now u.,
is a positive definite quadratic form, and we can rotate ourcoordinate system to align it with the principal directions of thisform. aij is then reduced to diagonal form b ii . We require thateach b ii be small compared to N, the squared radius of thespherical distribution.
In this case the convolution of the noise and signal produce
approximately a Gaussian distribution whose corresponding
quadratic form is
The entropy power of this distribution is_ _ _ _ _ _ _ _ _ _ _[II(N + bid le-1 /_n
or approximately

The last term IS the signal power, while the first IS the nmse
power.

_

-1\'----

24. The Capacity of a Continuous Channel

In a continuous channel the input or transmitted signals will be
continuous functions of time f (t) belonging to a certain set, andthe output or received signals will be perturbed versions of these.
We will consider only the case where both transmitted and received signals are limited to a certain band W. They can then be
specified, for a time T, by 2TW numbers, and their statisticalstructure by finite dimensional distribution functions. Thus thestatistics of the transmitted signal will be determined by
P(Xl' •.. ,xn ) = P(x)and those of the noise by the conditional probability distribution
P XlI • • • , x,,(Yl, ... , Yn) = Px(Y)·The rate of tra,nsmission of information for a continuous channei is defined in a way analogous to that for a discrete channel,
namelyR - H(x) - Hy(x)where H (x) is the entropy of the input and H; (x) the equivocation. The channel capacity C is defined as the maximum of R
when we vary the input over all possible ensembles. This meansthat in a finite dimensional approximation we must vary P (x) P (Xl, . . . , x n ) and maximize

98

The Mathematical Theory of Communication

This can be writtenrr

P(x,y)] } P(x, y) log P(x)P(y) dx dyusing the fact that

JJP(x, y) log P(x) dx dy = JP(x) log P(x) dx.

The channel capacity is thus expressed as follows:C =¥~~ ¥(~?' ~JJP(x, y) log P~;~P~~) dx dy.

I t is obvious in this form that Rand C are independent of thecoordinate system since the numerator and denominator in log

P~;~P~~) will be multiplied by the same factors when x and y
are transformed in any one-to-one way. This integral expression
for C is more general than H(x) - Hy(x). Properly interpreted(see Appendix 7) it will always exist while H (x) - Hy(x) may
assume an indeterminate form 00 - 00 in some cases. This occurs,for example, if x is limited to a surface of fewer dimensions thann in its n dimensional approximation.
If the logarithmic base used in computing H (x) and Hy(x) is
two thenC is the maximum number of binary digits that can besent per second over the channel with arbitrarily small equivocation, just as in the discrete case. This can be seen physically bydividing the space of signals into a large number of small cells,
sufficiently small so that the probability density P; (y) of signal
x being perturbed to point y is substantially constant over a cell(either of x or y). If the cells are considered as distinct points
the situation is essentially the same as a discrete channel and theproofs used there will apply. But it is clear physically that thisquantizmg of the volume Into indIvidual points cannot in any
practical situation alter the final answer significantly, provided
the regions are sufficiently small. Thus the capacity will be thelimit of the capacities for the discrete subdivisions and this isjust the continuous capacity defined above.
On the mathematical side it can be shown first (see Appendix 7)that if u is the message, x is the signal, y is the received signal(perturbed by noise) and v the recovered message thenH(x) -Hy(x) >H(u) -Hv(u)99

The Continuous Channel

regardless of what operations are performed on u to obtain x oron y to obtain v. Thus no matter how we encode the binary digits
to obtain the signal, or how we decode the received signal torecover the message, the discrete rate for the binary digits does
not exceed the channel capacity we have defined. On the other
hand, it is possible under very general conditions to find a coding
system for transmitting binary digits at the rate C with as small
an equivocation or frequency of errors as desired. This is true,for example, if, when we take a finite dimensional approximating
space for the signal functions, P (x, y) is continuous in both x andy except at a set of points of probability zero.
An important special case occurs when the noise is added tothe signal and is independent of it (in the probability sense).
Then Px(y) is a function only of the (vector) difference n =(y - x),Px(y) = Q(y - x)
and we can assign a definite entropy to the noise (independentof the statistics of the signal), namely the entropy of the distribution Q(n). This entropy will be denoted by H (n).
Theorem 16: If the signal and noise are independent and thereceived signal is the sum of the transmitted signal and the noise
then the rate of transmission is
R=H(y) -H(n),i.e., the entropy of the received signal less the entropy of thenoise. The channel capacity is
C = Max H(y) - H(n).
P(x)

x+ n:
H(x, y) -H(x, n)Expanding the left side and using the fact that x and n are
independent
H(y)+ Hy(x) - H(x) + H(n).

Hence
R -

H(x)

Hy(x) -

H(y)

H(n).

Since II (n) is independent of P (x), maximizing R requires
maximizing H(y), the entropy of the received signal. If there are

100

The Mathematical Theory of Communication

certain constraints on the em5emble of transmitted signals, theentropy of the received signal must be maximized subject to these
constraints.
25. Channel Capacity with an Average Power Limitation

A simple application of Theorem 16 occurs when the noise is awhite thermal noise and the transmitted signals are limited to acertain average power P. Then the received signals have an average power P + N where N is the average noise power. The maximum entropy for the received signals occurs when they also form
a white noise ensemble since this is the greatest possible entropy
for a power P + N and can be obtained by a suitable choice ofthe ensemble of transmitted signals, namely if they form a white
noise ensemble of power P. The entropy (per second) of thereceived ensemble is then
H(y) = W log 27re(P + N),

and the noise entropy isH(n) = W log 27reN.

The channel capacity is
C = H(y) - H(n) = W log PtN

Summarizing we have the following:
Theorem 17: The capacity of a channel of band W perturbed
by white thermal noise of power N when the average transmitter
power is limited to P is given by
C

WI

P+N

This means that by sufficiently involved encoding systems
we can transmit binary digits at the rate W log2 Pt N bits

per second, with arbitrarily small frequency of errors. It is notpossible to transmit at a higher rate by any encoding system
without a definite positive frequency of errors.
To approximate this limiting rate of transmission the transmitted signals must approximate, in statistical properties, a white

The Continuous Channel

101

noise." A !5ystem which approaches the ideal rate may be described as follows: Let lvI - 28 samples of white noise be constructed each of duration T. These are assigned binary numbers
from 0 to (M - 1). At the transmitter the message sequences arebroken up into groups of s and for each group the corresponding
noise sample is transmitted as the signal. At the receiver the M
samples are known and the actual received signal (perturbed bynoise) is compared with each of them. The sample which has theleast R.M.S. discrepancy from the received signal is chosen as
the transmitted signal and the corresponding binary number reconstructed. This process amounts to choosing the most probable(a posteriori) signal. The number M of noise samples used will
depend on the tolerable frequency e of errors, but for almost all
selections of samples we have+· L'
log M(E, T) - WI
P
N
L im
im
T
og
N
'
f-+O
T ......
a>so that no matter how small E is chosen, we can, by taking T
sufficiently large, transmit as near as we wish to TW log
binary digits in the time T.
Formulas similar to C = W log P

t

N

P+N
N

for the white noisecase have been developed independently by several otherwriters, although with somewhat different interpretations. We
may mention the work of N. Wiener," W. G. Tuller," and H.
Sullivan in this connection.
In the case of an arbitrary perturbing noise (not necessarily
white thermal noise) it does not appear that the maximizing
problem involved in determining the channel capacity C can besolved explicitly. However, upper and lower bounds can be set
for C in terms of the average noise power 1',[ and the noise entropy
power N\. These bounds are sufficiently close together in most• This and other properties of the white noise case are discussed from thegeometrical point of view in "Communication in the Presence of Noise,"loe. cit.
7 Cybernetics, loco cit.
"Theoretical Limitations on the R.ate of Transmission of Information,"
Proceedings of the Institute of Radio Engineers, v. 37, No. 5, May, 1949,

8

pp.468-78.

The Mathematical Theory of Communication

102

practical cases to furni8h a satisfactory solution to the problem.
Theorem 18: The capacity of a channel of band W perturbed
by an arbitrary noise is bounded by the inequalities
W Iog

P + NtNl< C < W log

P +N
N1

where
P = average transmitter power
N = average noise power
N 1 = entropy power of the noise.

Here again the average power of the perturbed signals will be
P + N. The maximum entropy for this power would occur if thereceived signal were white noise and would be W log 27re (P + N).
It may not be possible to achieve this; i.e., there may not be any
ensemble of transmitted signals which, added to the perturbing
noise, produce a white thermal noise at the receiver, but at least
this sets an upper bound to H (y). We have, therefore
C = Max H(y) - H(n)< W log 27re (P + N) - W log 27reNl •This is the upper limit given in the theorem. The lower limit canbe obtained by considering the rate if we make the transmitted
signal a white noise, of power P. In this case the entropy powerof the received signal must be at least as great as that of a white
noise of power P + N 1 since we have shown in Theorem 15 thatthe entropy power of the sum of two ensembles is greater than orequal to the sum of the individual entropy powers. Hence
and
P- I

M

IV 1

As P increases, the upper and lower bounds in Theorem 18 approach each other, so we have as an asymptotic rate

WI

P+N

If the noise is itself white, N = N 1 and the result reduces to theformula proved previously:

103

The Continuous Channel

C = W log (1+ -;-)"------.

If the noise is Gaussian but with a spectrum which is not necessarily flat, N 1 is the geometric mean of the noise power over thevarious frequencies in the band W. ThusN I = exp

~ fw log N(f) df

where N (f) is the noise power at frequency f.
Theorem 19: If we set the capacity for a qiven transmitter
power P equal to
C = W log P+ N - 11N1

then 1] is monotonic decreasing as P increases and approaches 0
as a limit.
Suppose that for a given power P 1 the channel capacity is
W I ogPI+NN - 111•

1This means that the best signal distribution, say p (x), when
added to the noise distribution q (x), gives a received distributionr(y) whose entropy power is (P 1 + N - 1]1). Let us increase thepower to P 1 + ~P by adding a white noise of power ~P to thesignal. The entropy of the received signal is now at least
H (y) = W log 271'e (P 1 + N -

1]1

+ ~P)

by application of the theorem on the minimum entropy power ofa sum. Hence, since we can attain the H indicated, the entropy ofthe maximizing distribution must be at least as great and 1] must
be monotonic decreasing. To show that 'YJ ~ 0 as P ~ 00 consider
a signal which is a JNhite noise with a large P. Whatever the perturbing noise, the received signal will be approximately a white
noise, if P is sufficiently large, in the sense of having an entropy
power approaching P + N.
26. The Channel Capacity with a Peak Power Limitation

In some applications the transmitter is limited not by the average

_

104

The Mathematical Theory of Communication

power output but by the peak instantaneous power. The problemof calculating the channel capacity is then that of maximizing(by variation of the ensemble of transmitted symbols)
H(y) - H(n)subject to the constraint that all the functions f(t) in the ensemble be less than or equal to VB, say, for all t. A constraintof this type does not work out as well mathematically as theaverage power limitation. The most we have obtained for thist,case is a lower bound valid for all
bound (valid for large

an "asymptotic" uppert) and an asymptotic value of C forS
N small.

Theorem 20: The channel capacity C for a band W perturbed
by white thermal noise of power N is bounded by
C > W log

2
1re3

S
N'

where S is the peak allowed transmitter power. For sufficientlySlarge N

~S+N
1rC

N

where E is arbitrarily small. As~ ~ 0 (and provided the band W

starts at 0)- - - - - - - - - - - - + - ' - C /rIJwV-t}f\10gf}"-( 1+ ~ )~~...-+1-.- - - - - - - - -We wish to maximize the entropy of the received signal. If~ is large this will occur very nearly when we maximize theentropy of the transmitted ensemble.
The asymptotic upper bound is obtained by relaxing the conditions on the ensemble. Let us suppose that the power is limited
to S not at every instant of time, but only at the sample points.
The maximum entropy of the transmitted ensemble under these

The Continuous Channel

105

weakened condition5 i5 certainly greater than or equal to that
under the original conditions. This altered problem can be solved
easily. The maximum entropy occurs if the different samples are
independent and have a distribution function which is constantto +The entropy can be calculated asfrom --vs-vs.

W log 48.

The received signal will then have an entropy less thanlV log (48 + 27reN) (1 + £)with e ~ 0 as

~ ~ ex> and the channel capacity is obtained bysubtracting the entropy of the white noise, W log 27reN:
W log (48 + 27reN) (1 + e) - W log (27reN)= W log

~8+N
7re
N

(1 + e).

This is the desired upper bound to the channel capacity.
To obtain a lower bound consider the same ensemble of functions. Let these functions be passed through an ideal filter with atriangular transfer characteristic. The gain is to be unity at frequency 0 and decline linearly down to gain 0 at frequency W.
We first show that the output functions of the filter have a peak
power limitation 8 at all times (not just the sample points). First
we note that a pulse Si~:;~t going into the filter produces1sin" 7r Wt

In the output. This function is never negative. The input function(in the general case) can be thought of as the sum of a series ofshifted functionsasin 27rWt

where u, the amplitude of the sample, is not greater than yg.
Hence the output is the sum of shIfted functIOns of the nonnegative form above with the same coefficients. These functions
being non-negative, the greatest positive value for any t is ob-

The Mathematical Theory of Communication

106

tained when all the coefficients a have their maximum positive
values, i.e., VB. In thIS case the mput functIOn was a constantof amplitude VB and since the filter has unit gain for D.C., theoutput is the same. Hence the output ensemble has a peak
power 8.
The entropy of the output ensemble can be calculated from thatof the input ensemble by using the theorem dealing with such asituation. The output entropy is equal to the input entropy plus
the geometrical mean gain of the filter:i log G2Wdf =i log (W;
W

f)2

df =

-

2W.

Hence the output entropy is
48
W log 48 - 2W - W log - 2 e

and the channel capacity is greater than2S
W log - - 3 N'
7re

We now wish to show that, for small~ (peak signal powerover average white noise power), the channel capacity is approximatelylV

Therefore, if we can find an ensemble of functions such thatthey correspond to a rate nearly W log(1 + -i-) and arelimited to band Wand peak S the result will be proved. Consider
the ensemble of functIOns of the follOWIng type. A series of t
samples have the same value, either +VS or -VS then
the next t sa.mples ha.ve the same value, etc The value for a!

The Continuous Channel

107

vS

series is chosen at random, probability ~ for I
and ~ fory'S . If this ensemble be passed through a filter with trianguIar gain characterIstIc (UnIt gam at D.C.), the output IS peak
limited to + S. Furthermore the average power is nearly Sand
can be made to approach this by taking t sufficiently large.
The entropy of the sum of this and the thermal noise can befound by applying the theorem on the sum of a noise and a small
signal. This theorem will apply if
~ rt:

V

S
t N

~ smallenough (after t is chosen). The entropy power will be S+N to

is sufficiently small. This can be insured by taking

as close an approximation as desired, and hence the rate oftransmission as near as we wish to+ N- ) .
Wlog ( -SN-¥----

27. Fidelity Evaluation Functions

In the case of a discrete source of information we were able todetermine a definite rate of generating information, namely theentropy of the underlying stochastic process. With a continuous
source the situation is considerably more involved. In the firstplace a continuously variable quantity can assume an infinite
number of values and requires, therefore, an infinite number ofbinary digits for exact specification. This means that to transmit
the output of a continuous source with exact recovery at the receiving point requires, in general, a channel of infinite capacity(in bits per second). Since, ordinarily, channels have a certain
amount of noise, and therefore a finite capacity, exact transmission is impossible.
This, however, evades the real issue. Practically, we are not
Interested III exact transmission when we have a continuous
source, but only in transmission to within a certain tolerance. The
question is, can we assign a definite rate to a continuous source
when we require only a certain fidelity of recovery, measured ina suitable way. Of course, as the fidelity requirements are increased the rate will increase. It will be shown that we can, invery general cases, define such a rate, having the property that
it is possible, by properly encoding the information, to transmit itover a channel whose capacity is equal to the rate in question,and satisfy the fidelity requirements. A channel of smaller capacity is insufficient.

The Rate for a Continuous Source

109

It is first necessary to give a general mathematical formulationof the Idea of fidelity of transmission. Consider the set of messages of a long duration, say T seconds. The source is describedby giving the probability density, P(x), in the associated space,that the source will select the message in question. A given communication system is described (from the external point of view)by giving the conditional probability P:c(y) that if message x is
produced by the source the recovered message at the receiving
point will be y. The system as a whole (including source andtransmission system) is described by the probability function
P(x, y) of having message x and final output y. If this function
is known, the complete characteristics of the system from thepoint of view of fidelity are known. Any evaluation of fidelity
must correspond mathematically to an operation applied toP(x, y). This operation must at least have the properties of asimple ordering of systems; i.e., it must be possible to say of two
systems represented by P 1 (x , y) and P 2 (x , y) that, according toour fidelity criterion, either (1) the first has higher fidelity,(2) the second has higher fidelity, or (3) they have equal fidelity.
This means that a criterion of fidelity can be represented by anumerically valued evaluation function:v(P(x,y))whose argument ranges over possible probability functions
P(x, y). The function v (P(x, y)) orders communication systems
according to fidelity, and for convenience we take lower values ofv to correspond to "higher fidelity."
We vlill now show that under very general and reasonable assumptions the function v (P (x, y)) can be written in a seemingly
much more specialIzed form, namely as an average of a functionp (x, y) over the set of possible values of x and y:v(P(x, y)) = { {P(x, y) p(x, y) dx dy.
jJ

To obtain this we need only assume (1) that the source and systern are ergodic so that a very long sample will be, with probability nearly 1, typical of the ensemble, and (2) that the evaluation is "reasonable" in the sense that it is possible, by observing
a typical input and output Xl and yl, to form a tentative evalua-

110

The M athematical Theory of Communication

tion on the basis of these samples; and if these samples are increased in duration the tentative evaluation will, with probability
1, approach the exact evaluation based on a full knowledge ofP(x, y). Let the tentative evaluation be p(x, y). Then the function p(x, y) approaches (as T ~ 00) a constant for almost all(z, y) which are in the high probability region corresponding to
the system:p(x, y) ~ v(P(x, y))and we may also writep(x, y) -4

SInce

ff P(x, y) p(x, y) dx dy

ff P (x, y) dx dy = 1.

This establishes the desired result.
The function p (x, y) has the general nature of a "distance"
between x and y.9 It measures how undesirable it is (according toour fidelity criterion) to receive y when x is transmitted. The
general result given above can be restated as follows: Any reasonable evaluation can be represented as an average of a distancefunction over the set of messages and recovered messages x and yweighted according to the probability P(x, y) of getting the pairin question, provided the duration T of the messages be taken
sufficiently large.
The following are simple examples of evaluation functions:
1. R.M.S. criterion.
v= (x(t) _y(t))2

In this very commonly used measure of fidelity the distancefunction p(x, y) is (apart from a constant factor) the squareof the ordinary euclidean distance between the points x and yin the associated function spacep(x, Y) -r

T
T1 1 [~x(eb-Jt)~'lAy(++t)]2 dt
0

2. Frequency weighted R.M.S. criterion. More generally one canapply different weights to the different frequency components
It IS not a "metriC" in the strict sense, however, since in general it does
not satIsfy eIther p(x, y) - p(y, x) or p(x, y)p(y, z) > p(x, z).

9

+

111

The Rate for a Continuous Source

before using an R.M.S. measure of fidelity. This is equivalent
Y (t) through a shaping filter
to passing the difference x (t)and then determining the average power in the output. Thus let= x(t) - y(t)

e(t)

and
J(t) =

L:e(r)k(t - r) dr

then

r

T
1
p(x, Y) = T 1 J(t)2 dt.
0

3. Absolute error criterion.
1Tp(x, Y) = Til x(t) - yet) I dt

4. The structure of the ear and brain determine implicitly a number of evaluations, appropriate in the case of speech or musictransmission. There is, for example, an "intelligibility" criterion in which p (x, y) is equal to the relative frequency of incorrectly interpreted words when message x (t) is received asy (t). Although we cannot give an explicit representation ofp(x, y) in these cases it could, in principle, be determined bysufficient experimentation. Some of its properties follow fromwell-known experimental results in hearing, e.g., the ear isrelatively insensitive to phase and the sensitivity to amplitudeand frequency is roughly logarithmic.
5. The discrete case can be considered as a specialization in which
we have tacitly assumed an evaluation based on the frequencyof errors. The function p (x, y) is then defined as the numberof symbols in the sequence y differing from the corresponding
symbols in x divided by the total number of symbols in x.
28. The Rate for a Source Relative to a Fidelity Evaluation

We are now in a position to define a rate of generating information for a continuous source. Vie are given P(x) for the source
and an evaluation v determined by a distance function p (x, y)
which will be assumed continuous in both x and y. With a particular system P (x, y) the quality is measured by

112

The Mathematical Theory of Communication!fv

p(x, y) P(x, y) dx dy.

Furthermore the rate of flow of binary digits corresponding toP(x, y) isR =If

P(x, y)P(x, y) log P(x)P(y)dx dy.

We define the rate R 1 of generating information for a given quality VI of reproduction to be the minimum of R when we keep V
fixed at VI and vary Px(y). That is:
R 1 = ~(~~

If

P(x, y)P(x, y) log P(x)P(y) dx dy

subject to the constraint:Vi=

ff P(x, y)p(x, y) dx dy.

This means that we consider, in effect, all the communication
systems that might be used and that transmit with the required
fidelity. The rate of transmission in bits per second is calculated
for each one and we choose that having the least rate. This latter
rate is the rate we assign the source for the fidelity in question.
The justification of this definition lies in the following result:
Theorem 21: If a source has a rate R l for a valuation VI it ispossible to encode the output of the source and transmit it over achannel of capacity C with fidelity as near VI as desired provided
R 1 < C. This is not possible if R 1 > C.
The last statement in the theorem follows immediately fromthe definition of R 1 and previous results. If it were not true we
could transmit more than C bits per second over a channel ofcapacity C. The first part of the theorem is proved by a method
analogous to that used for Theorem 11. We may, in the first place,
divide the (x, y) space into a large number of small cells andrepresent the situation as a disClete case. This will not change theevaluation function by more than an arbitrarily small amount(when the cells are very small) because of the continuity assumed
for p (x, y) Suppose that PI (x, y) is the particular system which
minimizes the rate and gives RIo We choose from the high proba
bilitJy y's a set at random containing

The Rate for a Continuous Source

113

member8 where E ~ 0 a8 T ~ 00. "lith large T each chosen point
will be connected by high probability lines (as in Fig. 10) to a setof x's. A calculation similar to that used in proving Theorem 11shows that with large T almost all x's are covered by the fansfrom the chosen y points for almost all choices of the y's. The
communication system to be used operates as follows: The selected points are assigned binary numbers. When a message x is
originated it will (with probability approaching 1 as T ~ 00) lie
within at least one of the fans. The corresponding binary number
is transmitted (or one of them chosen arbitrarily if there are several) over the channel by suitable coding means to give a small
probability of error. Since R, < C this is possible. At the receiving point the corresponding y is reconstructed and used as therecovered message.
The evaluation v~ for this system can be made arbitrarily close
to V l by taking T sufficiently large. This is due to the Iact that foreach long sample of message x (t) and recovered message y (t) theevaluation approaches VI (with probability 1).
It is interesting to note that, in this system, the noise in therecovered message is actually produced by a kind of generalquantizing at the transmitter and is not produced by the noise in
the channel. It is more or less analogous to the quantizing noisein PCM.
29. The Calculation of Rates

The definition of the rate is similar in many respects to the definition of channel capacity. In the former--------HR'---=--ftfI~h-T~Ir-t-Ifp(x,y) log P~~~P{~) dx dy
,. ,.
J J

c
with Px(y) fixed and possibly one or more other constraInts (e.g.,an average power limitation) of the form K = .ff P (z, y) A(z, y)dx dy
1'.....

partial solution of the general maximizing problem for deThe Mathematical Theory of Communication

114

tennining the rate of a source can be gIven. Using Lagrange's
method we consider

fJ[

P(x, y)P(x, y) log P(x)P(y)+ J.I. P(x, y)p(x, y)+ v(x)P(x, y) ] dx dy.

The variational equation (when we take the first variation onP(x, y)) leads toPy(x) = B(x) e-Xp(x,y)

where A is determined to give the required fidelity and B (x)chosen to satisfyJB(x)e-Xp(x.y)ISdx = 1.

This shows that, with best encoding, the conditional probabilityof a certain cause for various received y, Py(x) will decline exponentially with the distance function p(x, y) between the x andy in question.
In the special case where the distance function p (z, y) depends
only on the (vector) difference between x and y,p(x, y) = p(x - y)

we haveJB(x)e-Xp(x-y)

dx = 1.

Hence B (x) is constant, say «, andUnfortunately these formal solutions are difficult to evaluate inparticular cases and seem to be of little value. In fact, the actual
calculation of rates has been carried out in only a few very simple
cases.
If the distance function p (x, y) is the mean square discrepancy
between x and y and the message ensemble is white noise, therate can be determined. In tha.t case we have
R - Min [H (x) - Hy(x)] - H (x) - Max Hy(x)with N = (x - y)2. But the Max Hy(x) occurs when y - x is a

115

The Rate for a Continuous Source

white noise, and is equal to H'l log 27fel'l where H'l is the bandwidth of the message ensemble. Therefore
R = WI log 21reQ - WI log 21reN
Q= WI log N

where Q is the average message power. This proves the following:
Theorem 22: The rate for a white noise source of power Q andband W 1 relative to an R.M.S. measure of fidelity is

Q

R = WI log N

where N is the allowed mean square error between original andrecovered messages.

More generally with any message source we can obtain inequalities bounding the rate relative to a mean square error criterion.
Theorem 23: The rate for any source of band W 1 is bounded by
WI log~ < R < WI log ~where Q is the average power of the source, Ql its entropy powerand N the allowed mean square error.

The lower bound follows from the fact that the Max HII(x) fora given (x - y) 2 = N occurs in the white noise case. The upperbound results if we place the points (used in the proof of Theorem21) not in the best way but at random in a sphere of radius

vQ-N.
Acknowledgments

The writer is indebted to his colleagues at the Laboratories, particularly to Dr. H. W. Bode, Dr. J. R. Pierce, Dr. B. McMillan,
and Dr. B. M. Oliver for many helpful suggestions and criticisms
during the course of this work. Credit should also be given toProfessor N. Wiener, whose elegant solution of the problems offiltering and prediction of stationary ensembles has considerably
influenced the writer's thinking in this field.

116

The Mathematical Theory of Communication

Appendix 1.

The Growth of a Number of Blocks of Symbols

with a Finite State Condition

Let N i (L) be the number of blocks of symbols of length L ending in state i. Then we have
Ni(L) = ~Ni(L - bW)\8where b~j, bt, . . . , bij are the length of the symbols which may
be chosen in state i and lead to state j. These are linear difference equations and the behavior as L -:, 00 must be of the type
N, = AjWL.

Substituting in the difference equation
AiWL = LAiWL-b!;>i, S

orA· = LAiW-b~;>
is1

For this to be possible the determinant
D(W) = I a« I = IL W-b~;> - Oii I
Smust vanish and this determines W, which is, of course, thelargest real root 0 f D = o.
The quantity C is then given by·

C = L1m
L ...... a>log ~AiWL = Iog W
L

and we also note that the same growth properties result if we
require that all blocks start in the same (arbitrarily chosen) state.
Appendix S.

Derivation of H-tt, -tt, ... ,*) =_ _------CL=-e-'---'t'----H'---'----(

A (n).

~ PI log PI

From condition (3) we candecompose a choice from 8 m equally likely possibilities into a
series of m choices each from 8 equally likely possibilities andobta.in117

Appendixes

Similarly
A(t") -nA(t).

We can choose n arbitrarily large and find an m to satisfy
sm < t n < s(m+l).

Thus, taking logarithms and dividing by n log s,.!!!:- < log t < ~ + _1_ or .!!!:- _ log tn -log s -

n

n

n

log s

<E

where f is arbitrarily small. Now from the monotonic property ofA (n),
A(sm) < A(t n ) < A (sm+l)m A (s) < nA (t) < (m+ 1) A (s) .

Hence, dividing by nA (s),~ < A (t)
n

A(t)
A(s)

m
A(t)
< ~ + _1_ or -A(s) -

n

n

log t
log s

n

A(s)

<E

A (t) = - K log t

where K must be positive to satisfy (2).
Now suppose we have a choice from n possibilities with commeasurable probabilities Pi = "<;!ni~niwhere the ni are integers. We

can break down a choice from ~ni possibilities into a choice fromn possibilities with probabilities Pl' . . . ,Pn and then, if the ith
was chosen, a choice from ni with equal probabilities. Using conclItion 3 again, we equate the total chOIce from ~ni as computedby two methods
Hence

If the Pi are incommeasurable, they may be approximated byrationals and the same expression must hold by our continuity
assumption. Thus the expression holds in general. The choice ofThe Mathematical Theory of Communication118

coefficient If: i15 a matter of convenience and amount15 to the choiceof a unit of measure.

Appendix 3.

Theorems on Ergodic Sources

We assume the source to be ergodic so that the strong law of large
numbers can be applied. Thus the number of times a given path
Pij in the network is traversed in a long sequence of length N isabout proportional to the probability of being at i, say Pi, andthen choosing this path, PiPijN. If N is large enough the probability of percentage error -t- 0 in this is less than e so that for all
but a set of small probability the actual numbers lie within thelimits(PiPij -t- o)N.
Hence nearly all sequences have a probability P given by_ n Pii

P -and(PiPij ± fJ)Nlog P
Nis limited bylog P
N= !-(PiPii + 0) log Pii

or
log P
N
- !-PiPii log Pii< 'YJ.

This proves Theorem 3.
Theorem 4 follows immediately from this on calculating upperand lovler bounds for n(q) based on the possible range of valuesof p in Theorem 3.
In the mIxed ~ not ergodIC) case If
and the entropies of the components are Hi > H 2 > ... > H R
we have the.
log n (q)Theorem: Lun
N
N~oo

d
. step 1·({) {q~.1,8 uecreustny
J unction,
8-1'(J(q) = H 8 in the internal

8

L1 ai < q < L1 ai-

119Appendixes

To prove theorems 5 and 6 first note that F N is monotonic decreasing because increasing N adds a subscript to a conditional
entropy. A simple substitution for PBi (8;) in the definItion of F'N
shows thatF N = N G N - (N - 1) GN - 1
and summmg this for all N gives GN =~ ~ FN • Hence GN> F N and GN monotonic decreasing. Also they must approach
the same limit. By using Theorem 3 we see that Lim GN = H.
N-+a:>

Appendix 4.

Maximizing the Rate for a System of Constraints

Suppose we have a set of constraints on sequences of symbols
that is of the finite state type and can be represented therefore
by a linear graph, as in Fig. 2. Let l~;> be the lengths of the various symbols that can occur in passing from state i to state j.
What distribution of probabilities Pi for the different states andpi;> for choosing symbol s in state i and going to state j maximizes the rate of generating information under these constraints?
The constraints define a discrete channel and the maximum rate
must be less than or equal to the capacity C of this channel,
since if all blocks of large length were equally likely, this ratewould result, and if possible this would be best. We will showthat this rate can be achieved by proper choice of the Pi and p
The rate in question is"P (8) I(8)- ~ iPii og PiiW.

l,], 8LP iPif if(8) Z(8)i. i, 8

Let
(8)

Pii

-

B, W l(~)
B.

'J

t

where the B i satisfy the equations

This homogeneous system has a non-vanishing solution since W
is such that the determinant of the coefficients is zero:The Mathematical Theory of Communication120-----------1 ~WI!;' -Oii 1_ _0_.

The p~) defined thus are satisfactory transition probabilities forin the first place,B"'"(3) _ "'"
i
LJp"
-L
J.
~1
.
1.3
1.3
i

B

W-l(~)./

so that the sum of the probabilities from any particular junction
point is unity. Furthermore they are non-negative as can be seenfrom a consideration of the quantities Ai given in Appendix 1.
The Ai are necessarily non-negative and the B; satisfy a similarsystem of equations but with i and j interchanged. This amounts
to reversing the orientation on the lines of the graph.
Substituting the assumed values of pi;) in the general equation
for the rate we obtain(3)~ P iPii

I og &
B i W - 'i

1(').vP·p~~)l··.
, ~1 ~1

log W~PiPWlW - ~PiPW log B j + ~PiPW log B i~P·p··l~~)
~

~1

~1

= log W = C.
Hence the rate with this set of transition probabilities is C andsince this rate could never be exceeded this is the maximum.

Appendix 6
Let 8 1 be any measurable subset of the 9 ensemble, and 8 2 thesubset of the f ensemble which gives 8 1 under the operation T.
Then
Let H>. be the operator which ghiftg all functiong in a get by thetime A. Then

_

121

Appendixes

8ince T i8 invariant and therefore commutes with H>". Hence if
m LS1 is the probability measure of the set S
m[H>"SI] = m[TH>"S2] = m[H>"S2]=m[S2] = m[Sdwhere the second equality is by definition of measure in the gspace, the third since the f ensemble is stationary, and the lastby definition of g measure again. This shows that the g ensemble
is stationary.
To prove that the ergodic property is preserved under invariant
operations, let 8 1 be a subset of the g ensemble which is invariant
under H>.., and let 8 2 be the set of all functions f which transform
into 8 1 • Then
H>"SI = H>..TS2 = T H>"S2 = SI
so that H>"8 2 is included in 8 2 for all A. Now, sincem[H>"S2] = m[S2] = m[SI]this implies

H>"8 2 = S2

for all A with m[82 ] =1= 0,1. This contradiction shows that 8 1 does
not exist.

Appendix 6
The upper bound, N 3 < N 1 + N 2 , is due to the fact that the
maximum possible entropy for a power N 1 + N 2 occurs when we
have a white noise of this power. In this case the entropy power is
To obtain the lower bound, suppose we have two distributionsin n dimensions p (xd and q (Xi) with entropy powers N 1 and N 2.
What form should p and q have to minimize the entropy power
1"'1 3 of their convolution r(xd :The entropy H 3 of r is given by

H; -

(

The Mathematical Theory of Communication

122

Vie wish to minimize this subj ect to the constraints

We consider thenu= -f [r(x) log r(x) + Ap(X) log p(x) + J.l.q(x) log q(x)] dxoU =f[[1 + log r(x)] or(x) + A[1 + log p(x)] op(x)J.I.[1
log q(x) oq(x)]] dx.

-

+

+

If p(x) is varied at a particular argument Xi = Si, the variationin r (x) is
8r(x) = qi», - s.)andand similarly when q is varied. Hence the conditions for a minimum areq(Xi - s.) log r(xi) = - A log P(Si)ff P(Xi - s.) log r(xi)=-J.I. log q(Si).

If we multiply the first by p(sd and the second by q(sd andintegrate with respect to S we obtain
H 3=-AH1
H 3=-p.H2

or solving for A and p. and replacing in the equations
J

Now suppose p(xd and q(xd are normal

123

Appendixes

Then r(x l ) will also be normal with quadratic form C l J • If theinverses of these forms are au, bij, Cij thenWe wish to show that these functions satisfy the minimizing conditions if and only if aij = Kbi, and thus give the minimum H 3
under the constraints. First we have

~ log 2 I c; I - ! '};CiiXiXi
17r

log r(xi) =Jq(Xi - Si) log r(xi)= ~ log 2

17r

I c; I-! '};Ci i 8i8i -! '};Ciib i i·This should equal

u, [n
ffi
2
which requires A i i =In this case A i i =1 IIlog 27r A if

Z: c.;HI

H

Bu and both equations reduce to2identities.
Appendix 7

The following will indicate a more general and more rigorous
approach to the central definitions of communication theory.
Consider a probability measure space whose elements are orderedpairs (x, y). The variables x, yare to be identified as the possible
transmitted and received signals of some long duration T. Let us
call the set of all points whose x belongs to a subset 8 1 of x points
the strip over 8 1 , and sImilarly the set whose y belong to 8 2 thestrip over S.). We divide x and y into a collection of non-overlapping measurable subsets Xi and Y i approximate to the rateof transmission R by

where
p (X d is the probability measure of the strip over Xi
P( Yd is the probability measure of the strip over Y i

The Mathematical Theory of Communication

124
P(X~, Y l )is the probability measure of the intersection of the

strips.
A further subdivision can never decrease R l. For let Xl be
divided into Xl = X~ + Xr and let+cP(Y 1 ) = a

P(X 1 ) = b

P(X~) =

P(X~, Y 1 ) = d

P(X~)

b

P(X~, Y 1)=c=eP(X 1 , Y 1) = d + e.

Then in the sum we have replaced (for the Xl, Y l intersection)d+ede(d + e) log a(b + c) by d log ab + e log ac 'It is easily shown that with the limitation we have on b, c, d, e,
d +e
[ b+c

Jd+e <--dd·ee
-

b" ce

and consequently the sum is increased. Thus the various possible
subdivisions form a directed set, with R monotonic increasing
with refinement of the subdivision. We may define R unambiguously as the least upper bound for the R l and write it1
R = T

Jf P(x, y) log P(x)P(P(x, y)y) dx dy.

This integral, understood in the above sense, includes both thecontinuous and discrete cases and of course many others whichcannot be represented in either-form. It is trivial in this formulation that if x and u are in one-to-one correspondence, the ratefrom u to y is equal to that from x to y. If v is any function of y(not necessarily with an inverse) then the rate from x to y isgreater than or equal to that from x to v since, in the calculationof the approximations, the subdivisions of yare essentially afiner subdIviSIOn of those for v. More generally If y and v are
related not functionally but statistically, i.e., we have a probability measure space (Y,v), then R (x,v) < R (x,y). This meansthat any operation applied to the received signal, even though it
involves statistical elements, does not increase R.
Another notion which should be defined precisely in an ab-

125

Appendixes

stract formulation of the theory is that of "dimension rate,"that is the average number of dimensions required per second
to specIfy a member of an ensemble. In the band limited case2W numbers per second are sufficient. A general definition canbe framed as follows. Let faCt) be an ensemble of functions and
let PT[fa(t), ftJ(t)] be a metric measuring the "distance" from fa
to ffJ over the time T (for example the R.M.S. discrepancy overthis interval). Let N(E, 0, T) be the least number of elements f
which can be chosen such that all elements of the ensemble
apart from a set of measure 0 are within the distance E of atleast one of those chosen. Thus we are covering the space towithin E apart from a set of small measure o. We define thedimension rate A for the ensemble by the triple limit"A = L·1m L·1m L·1m log N(E, 0, T) .
~-+O e-+O T-+oo
T log E
This is a generalization of the measure type definitions of dimension in topology, and agrees with the intuitive dimension rate forsimple ensembles where the desired result is obvious.