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Entropies of the Poisson Distribution as Functions of Intensity: “Normal” and “Anomalous” Behavior

Dmitri Finkelshtein (), Anatoliy Malyarenko (), Yuliya Mishura () and Kostiantyn Ralchenko ()
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Dmitri Finkelshtein: Swansea University
Anatoliy Malyarenko: Mälardalen University
Yuliya Mishura: Taras Shevchenko National University of Kyiv
Kostiantyn Ralchenko: Taras Shevchenko National University of Kyiv

Methodology and Computing in Applied Probability, 2025, vol. 27, issue 2, 1-32

Abstract: Abstract The paper extends the analysis of the entropies of the Poisson distribution with parameter $$\lambda $$ λ . It demonstrates that the Tsallis and Sharma–Mittal entropies exhibit monotonic behavior with respect to $$\lambda $$ λ , whereas two generalized forms of the Rényi entropy may exhibit “anomalous” (non-monotonic) behavior. Additionally, we examine the asymptotic behavior of the entropies as $$\lambda \rightarrow \infty $$ λ → ∞ and provide both lower and upper bounds for them.

Keywords: Shannon entropy; Rényi entropy; Tsallis entropy; Sharma–Mittal entropy; Poisson distribution; 94A17; 60E05 (search for similar items in EconPapers)
Date: 2025
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DOI: 10.1007/s11009-025-10171-9

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