P. Harremoës 1 and F. Topsøe 2,*
1 Rønne Alle, Søborg, Denmark
2 Department of Mathematics; University of Copenhagen; Denmark
* Research of both authors supported by the Danish Natural Science Research Council, by INTAS (project 00-738) and by IMPAN-BC, the Banach Center, Warsaw.
Received: 12 September 2001 / Accepted: 18 September 2001 /
Published: 30 September 2001
In its modern formulation, the Maximum Entropy Principle
was promoted by E.T. Jaynes, starting in the mid-fifties.
The principle dictates that one should look for a distribution,
with available information, which maximizes the entropy. However, this
principle focuses only on distributions and it appears advantageous to
bring information theoretical thinking more prominently into play by
focusing on the "observer" and on coding. This view was brought forward
by the second named author in the late seventies and is the view we
will follow-up on here. It leads to the consideration of a certain
the Code Length Game and, via standard game theoretical
to a principle of Game Theoretical Equilibrium.
This principle is more basic than the Maximum Entropy Principle
in the sense that the search for one type of optimal strategies
in the Code Length Game translates directly into the search
for distributions with maximum entropy.
In the present paper we offer a self-contained and comprehensive treatment of fundamentals of both principles mentioned, based on a study of the Code Length Game. Though new concepts and results are presented, the reading should be instructional and accessible to a rather wide audience, at least if certain mathematical details are left aside at a rst reading.
The most frequently studied instance of entropy maximization pertains to the Mean Energy Model which involves a moment constraint related to a given function, here taken to represent "energy". This type of application is very well known from the literature with hundreds of applications pertaining to several different elds and will also here serve as important illustration of the theory. But our approach reaches further, especially regarding the study of continuity properties of the entropy function, and this leads to new results which allow a discussion of models with so-called entropy loss. These results have tempted us to speculate over the development of natural languages. In fact, we are able to relate our theoretical findings to the empirically found Zipf's law which involves statistical aspects of words in a language. The apparent irregularity inherent in models with entropy loss turns out to imply desirable stability properties of languages.
Keywords: maximum entropy; minimum risk; game theoretical equilibrium; information topology; Nash equilibrium code; entropy loss; partition function; exponential family; continuity of entropy; hyperbolic distributions; Zipf's law.
(Note: The name "Harremoës" was misspelled as "Harremoeës" at this website. This was corrected on 22 April 2009)