We investigate the subadditivity property (also known as the tensorization property) of φ-entropy functionals and their iterations. In particular we show that the only iterated φ-entropies with the tensorization property are iterated variances. This is a complement to the result due to Latała and Oleszkiewicz on characterization of the standard φ-entropies with the tensorization property.
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-ba55-3-8,
author = {Pawe\l\ Wolff},
title = {Some Remarks on Functionals with the Tensorization Property},
journal = {Bulletin of the Polish Academy of Sciences. Mathematics},
volume = {55},
year = {2007},
pages = {279-291},
zbl = {1134.60018},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-ba55-3-8}
}
Paweł Wolff. Some Remarks on Functionals with the Tensorization Property. Bulletin of the Polish Academy of Sciences. Mathematics, Tome 55 (2007) pp. 279-291. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-ba55-3-8/