Convergence of differential entropies
Calculation of the differential entropy of the limiting density of a sequence of probability density functions (pdfs) is an interesting mathematical problem and is important in asymptotic analysis of communication systems. In such cases, it would be of interest to know if the limit of the differential entropies H-n, corresponding to the sequence of pdfs f(n), is equal to the differential entropy H, of the limiting pdf f. In this correspondence, we establish sufficient conditions under which H-n --> H.
convergence differential entropy probability density function (pdf)