Sigma-additive set functionIn mathematics, an additive set function is a function mapping sets to numbers, with the property that its value on a union of two disjoint sets equals the sum of its values on these sets, namely, If this additivity property holds for any two sets, then it also holds for any finite number of sets, namely, the function value on the union of k disjoint sets (where k is a finite number) equals the sum of its values on the sets. Therefore, an additive set function is also called a finitely additive set function (the terms are equivalent).
Probability theoryProbability theory or probability calculus is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space.
Min-entropyThe min-entropy, in information theory, is the smallest of the Rényi family of entropies, corresponding to the most conservative way of measuring the unpredictability of a set of outcomes, as the negative logarithm of the probability of the most likely outcome. The various Rényi entropies are all equal for a uniform distribution, but measure the unpredictability of a nonuniform distribution in different ways.
Complex random variableIn probability theory and statistics, complex random variables are a generalization of real-valued random variables to complex numbers, i.e. the possible values a complex random variable may take are complex numbers. Complex random variables can always be considered as pairs of real random variables: their real and imaginary parts. Therefore, the distribution of one complex random variable may be interpreted as the joint distribution of two real random variables.
Noisy-channel coding theoremIn information theory, the noisy-channel coding theorem (sometimes Shannon's theorem or Shannon's limit), establishes that for any given degree of noise contamination of a communication channel, it is possible to communicate discrete data (digital information) nearly error-free up to a computable maximum rate through the channel. This result was presented by Claude Shannon in 1948 and was based in part on earlier work and ideas of Harry Nyquist and Ralph Hartley.
Exchangeable random variablesIn statistics, an exchangeable sequence of random variables (also sometimes interchangeable) is a sequence X1, X2, X3, ... (which may be finitely or infinitely long) whose joint probability distribution does not change when the positions in the sequence in which finitely many of them appear are altered. Thus, for example the sequences both have the same joint probability distribution. It is closely related to the use of independent and identically distributed random variables in statistical models.
Probability spaceIn probability theory, a probability space or a probability triple is a mathematical construct that provides a formal model of a random process or "experiment". For example, one can define a probability space which models the throwing of a die. A probability space consists of three elements: A sample space, , which is the set of all possible outcomes. An event space, which is a set of events, , an event being a set of outcomes in the sample space. A probability function, , which assigns each event in the event space a probability, which is a number between 0 and 1.
Quantum informationQuantum information is the information of the state of a quantum system. It is the basic entity of study in quantum information theory, and can be manipulated using quantum information processing techniques. Quantum information refers to both the technical definition in terms of Von Neumann entropy and the general computational term. It is an interdisciplinary field that involves quantum mechanics, computer science, information theory, philosophy and cryptography among other fields.
Multivariate random variableIn probability, and statistics, a multivariate random variable or random vector is a list or vector of mathematical variables each of whose value is unknown, either because the value has not yet occurred or because there is imperfect knowledge of its value. The individual variables in a random vector are grouped together because they are all part of a single mathematical system — often they represent different properties of an individual statistical unit.
Conditional probability tableIn statistics, the conditional probability table (CPT) is defined for a set of discrete and mutually dependent random variables to display conditional probabilities of a single variable with respect to the others (i.e., the probability of each possible value of one variable if we know the values taken on by the other variables). For example, assume there are three random variables where each has states.
Independent and identically distributed random variablesIn probability theory and statistics, a collection of random variables is independent and identically distributed if each random variable has the same probability distribution as the others and all are mutually independent. This property is usually abbreviated as i.i.d., iid, or IID. IID was first defined in statistics and finds application in different fields such as data mining and signal processing. Statistics commonly deals with random samples. A random sample can be thought of as a set of objects that are chosen randomly.
Probability distributionIn probability theory and statistics, a probability distribution is the mathematical function that gives the probabilities of occurrence of different possible outcomes for an experiment. It is a mathematical description of a random phenomenon in terms of its sample space and the probabilities of events (subsets of the sample space). For instance, if X is used to denote the outcome of a coin toss ("the experiment"), then the probability distribution of X would take the value 0.5 (1 in 2 or 1/2) for X = heads, and 0.
