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The Blackwell and Dubins Theorem and Rényi’s Amount of Information Measure: Some Applications

By Emmanuel Haven


Full text of this item is not currently available on the LRA. \ud The final published version is available at The original publication is available at, Doi: 10.1007/s10440-008-9343-yThis survey paper provides first for an overview of how quantum-like concepts could be used in macroscopic environments like economics. The paper then argues for the use of the concept of a quantum mechanical wave function as an ‘information wave function’.\ud A rationale is provided on why such interpretation is reasonable. After having defined the ‘information wave function’, Ψ (q), we argue how |Ψ(q)|² can be interpreted as a Radon-Nikodym derivative. We consider how we can connect, using the |Ψ(q)|², the Blackwell and Dubins (Ann. Math. Stat. 33:882–886, 1961) Theorem with Rényi’s (Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability, 1961) measure of quantity of information. We also define ‘ambiguity of information’ and ‘multi-sourced information’

Topics: Quantum mechanics, Quantum mechanical wave function, Information wave function, Rényi’s amount of information measure, Radon-Nikodym derivative, Blackwell and Dubins theorem
Publisher: Springer Verlag
Year: 2008
DOI identifier: 10.1007/s10440-008-9343-y
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