Measurable partition ($\xi$)

A countable measurable partition is a countable family of pairwise disjoint measurable sets whose union has full measure. Its members are its atoms; null atoms can be discarded in statements made almost everywhere.

A partition atom is a member of a measurable partition. For a finite or countable partition, each cell is an atom of a sigma-algebra generated by that partition, whose measurable sets are unions of cells. A partition atom need not be an atom of a measure: an interval cell with positive Lebesgue measure can be split into smaller positive-measure sets that lie outside the generated partition sigma-algebra.

For a countable measurable partition, its entropy is $H_{\mu }(\xi )=-{\sum }_{A\in \xi }\mu (A)\log \mu (A)$, with $0\log 0=0$. This extends entropy of a finite measurable partition and is allowed to be infinite.

For a measurable partition $\xi$ and a sigma-algebra $\mathcal{G}$, the conditional information function isThe conditional expectation in this formula is positive almost everywhere on $A$. Without conditioning, the information is $I_{\mu }(\xi )(x)=-\log \mu (\xi (x))$.

For increasing sigma-algebras ${\mathcal{G}}_n$, put $f_n=I_{\mu }(\xi \mid {\mathcal{G}}_n)$ and $F={\sup }_n{f}_n$. For each atom $A\in \xi$ and $t\ge 0$,Together with the bound by $\mu (A)$ and the tail integral formula for moments, this yields $\int Fd\mu \le H_{\mu }(\xi )+1$. The inequality follows by stopping the conditional-expectation martingale $\mathbb{E}[1_A\mid {\mathcal{G}}_n]$ the first time it falls below $e^{-t}$.

The conditional entropy is the integral of the conditional information function. Its chain rule expresses the entropy of a join of measurable partitions as unconditional entropy plus conditional entropy. Conditioning reduces entropy, also for countable partitions of finite entropy.

The join is the common refinement of two measurable partitions, with atoms given by their nonempty intersections. For a measure-preserving transformation, the block partition is ${\xi }_0^{n-1}={\bigvee }_{j=0}^{n-1}{T}^{-j}\xi$.