Let p:N→[0,1] be a probability distribution over the naturals.
The Shannon Entropy is:
H=−∞∑n=0p(n)log2p(n)
Does this series always converge?
I tried a little to attack this problem but it's been some time since I evaluate series. My attempt:
We known that ∑∞n=0p(n)=1, therefore it must be the case that limn→∞p(n)=0, and since limx→0xlog2x=0, for any ε>0 there exists only a finite amount of terms greater than ε. The problem is that I can't conclude anything from this, because there are several series in which the terms go to zero but it still diverges.
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