Information Entropy Dynamics and Maximum Entropy Production Principle

摘要

The asymptotic convergence of probability density function (pdf) andconvergence of differential entropy are examined for the non-stationaryprocesses that follow the maximum entropy principle (MaxEnt) and maximumentropy production principle (MEPP). Asymptotic convergence of pdf provides newjustification of MEPP while convergence of differential entropy is important inasymptotic analysis of communication systems. A set of equations describing thedynamics of pdf under mass conservation and energy conservation constraints isderived. It is shown that for pdfs with compact carrier the limit pdf is uniqueand can be obtained from Jaynes's MaxEnt principle.