Variations on the Expectation due to Changes in the Probability Measure
arXiv:2502.02887v21 citationsh-index: 25Entropy
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This work provides theoretical insights for researchers in probability theory and information theory, but it appears incremental as it builds on existing concepts without addressing a specific applied problem.
The paper derived closed-form expressions for how the expectation of a function changes when the underlying probability measure is altered, revealing connections to Gibbs measures, mutual information, and lautum information.
In this paper, closed-form expressions are presented for the variation of the expectation of a given function due to changes in the probability measure used for the expectation. They unveil interesting connections with Gibbs probability measures, mutual information, and lautum information.