On a Measure of Stochastic Dependence
Teoriâ veroâtnostej i ee primeneniâ, Tome 7 (1962) no. 3, pp. 312-322
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An explicit expression is found for the amount of information (in the sense of A. N. Kolmogorov) about one $\sigma$-subalgebra contained in another $\sigma$-subalgebra of an abstract algebra with a probability measure. The formula obtained is generalized to a system of subalgebras of any cardinal number. The generalized quantity is a natural measure of the amount of stochastic dependence an such a system.
@article{TVP_1962_7_3_a3,
author = {S. P. Lloyd},
title = {On a {Measure} of {Stochastic} {Dependence}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {312--322},
year = {1962},
volume = {7},
number = {3},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_1962_7_3_a3/}
}
S. P. Lloyd. On a Measure of Stochastic Dependence. Teoriâ veroâtnostej i ee primeneniâ, Tome 7 (1962) no. 3, pp. 312-322. http://geodesic.mathdoc.fr/item/TVP_1962_7_3_a3/