Abstract

A random variable Z taking value in a finite, nonatomic measure space (X,M,m) and whose distribution is absolutely continuous with respect to m is to be described using N labels. We seek the labeling that minimizes the r-th moment of the m-volume of the set of points in X that have the same label as Z. The large-N asymptotics of this minimum are expressed in terms of the Rényi entropy of order 1/(1+r).