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Kolmogorov complexity and Shannon entropy are conceptually different measures. However, for any recursive probability distribution, the expected value of Kolmogorov complexity equals its Shannon entropy, up to a constant. We study if a similar relationship holds for R´enyi and Tsallis entropies of order α, showing that it only holds for α = 1. Regarding a time-bounded analogue relationship, we show that, for some distributions we have a similar result. We prove that, for universal time-bounded distribution mt(x), Tsallis and Rényi entropies converge if and only if α is greater than 1. We also establish the uniform continuity of these entropies.
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Teixeira et al. (2011) studied this question.
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