On Measure-Theoretic aspects of Nonextensive Entropy Functionals and corresponding Maximum Entropy Prescriptions

Shannon entropy of a probability measure P , defined as − ∫ X dP dμ ln dP dμ dμ on a measure space (X,M, μ), is not a natural extension from the discrete case. However, maximum entropy (ME) prescriptions of Shannon entropy functional in the measure-theoretic case are consistent with those for the discrete case. Also it is well known that Kullback-Leibler relative entropy can be extended naturally to measuretheoretic case. In this paper, we study the measure-theoretic aspects of nonextensive (Tsallis) entropy functionals and discuss the ME prescriptions. We present two results in this regard: (i) we prove that, as in the case of classical relative-entropy, the measure-theoretic definition of Tsallis relative-entropy is a natural extension of its discrete case, and (ii) we show that ME-prescriptions of measure-theoretic Tsallis entropy are consistent with the discrete case with respect to a particular instance of ME.