On a probability measure-preserving system, for a finite measurable partition , the entropy of a finite measurable partition is
Use natural logarithms, so information entropy is measured in nats; another fixed logarithm base rescales all answers. The join of measurable partitions is their common refinement, and write , with an empty join the trivial partition. The entropy rate of a measurable partition and Kolmogorov-Sinai entropy are respectively
The block entropies form a subadditive sequence, so the first limit exists by the Fekete lemma. For finite partitions the conditional entropy of finite measurable partitions is .
Put and for . The chain rule for information entropy, applied from the last coordinate backwards, and measure preservation give
The second equality uses invariance of the joint partition atom probabilities under the common pullback ; invertibility is unnecessary. Since conditioning reduces entropy, decreases to a nonnegative limit . The Cesaro convergence of a sequence of this convergent sequence has the same limit. Therefore
Equivalently , where . Here conditional entropy of a countable measurable partition conditioned on a sigma-algebra is computed using conditional partition atom probabilities; the Martingale convergence theorem gives continuity under increasing conditioning sigma-algebras. This is the infinite-future formula for partition entropy rate.
The Kolmogorov-Sinai generator theorem states that if a finite or countable measurable partition has finite entropy of a countable measurable partition and its iterates generate the whole completed sigma-algebra modulo null sets, then . For an invertible system, generating means modulo null sets. For a noninvertible system a one-sided generator, using , suffices. The two-sided and one-sided versions must not be confused.
For a Bernoulli shift with discrete symbol probabilities , the coordinate-zero measurable partition has independent coordinate iterates. Thus
For a finite alphabet the coordinate partition is a generator of finite entropy of a finite measurable partition; on the two-sided sequence space use all integer coordinate iterates, and on the one-sided space use the nonnegative ones. The Kolmogorov-Sinai generator theorem proves the displayed answer in both cases. The same calculation applies to countably many symbols when their Shannon entropy is finite, using the countable finite-entropy version of the theorem. If the Shannon entropy is infinite, merge all but the first symbols into one cell. These finite coordinate partitions have entropy rate , so the system entropy is infinite. Zero-probability symbols contribute zero. In particular a fair -symbol shift has entropy .
For the final assertion, let and complete it modulo null sets. The approximation property forces modulo null sets. Indeed for each , choose approximating sets from finite blocks with error tending to zero. Their indicators approach in , and is a closed vector subspace, so is -measurable modulo a null set.
Invertibility now gives modulo null sets. In particular the present partition is measurable with respect to its entire future, so . The infinite-future formula gives . Since the given one-sided generator is also a two-sided generator, the Kolmogorov-Sinai generator theorem finishes the proof:
This is finite one-sided generator of an invertible system forces zero entropy. Invertibility is essential: a fair binary one-sided Bernoulli shift has a finite one-sided generator and Kolmogorov-Sinai entropy .
For a probability measure-preserving system, the hypothesis is completely positive entropy: every finite measurable partition with positive static entropy of a finite measurable partition has positive entropy rate of a measurable partition. Fix a finite partition and put
All sigma-algebras are interpreted modulo null sets. We will prove that every finite partition measurable with respect to this tail sigma-algebra of a measurable partition has . Applying this to a binary partition will force the required triviality. This proves the needed direction of the Tail characterization of the Pinsker sigma-algebra directly, including noninvertible transformations.
Write . The infinite-future entropy formula and the backwards chain rule for information entropy give, for every , the block conditional entropy given the infinite future identity
Each term equals by invariance of the joint probabilities under a common pullback and continuity of conditional entropy under increasing finite future blocks. Invertibility is not needed for this identity.
Fix . Since is -measurable and finite, the Martingale convergence theorem and continuity of finite-partition conditional entropy allow an with
To see the continuity explicitly, for each partition atom of the conditional probabilities tend to almost everywhere; apply dominated convergence theorem to the bounded continuous function on and sum over the finitely many partition atoms.
For set , , and . The conditional entropy of finite measurable partitions satisfies
The second inequality uses conditioning reduces entropy, since refines each block ; the final equality uses measure preservation.
Moreover is -measurable. For each , tail measurability gives measurable with respect to , hence measurable with respect to . Thus conditioning reduces entropy and the displayed block identity imply
Use the symmetric entropy identity to obtain
The fraction on the right tends to zero: is fixed and by the definition of entropy rate of a measurable partition. Taking and then gives
Now let and take . If , its binary entropy is , while its entropy rate is zero, contradicting completely positive entropy. Therefore
Since was arbitrary, every finite-partition tail is trivial. The argument needs only that is finite and the measure is a probability; it does not assume a finite generator, finite total system entropy, or invertibility.