
doi: 10.1137/1107028
An explicit expression is found for the amount of information (in the sense of A. N. Kolmogorov) about one $\sigma $-subalgebra contained in another $\sigma $-subalgebra of an abstract algebra with a probability measure. The formula obtained is generalized to a system of subalgebras of any cardinal number. The generalized quantity is a natural measure of the amount of stochastic dependence an such a system.
probability theory
probability theory
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