In this section, we shall discuss two different aspects of Shannon's
entropy. One deals with infinite sequence of discrete random variables.
The other with infinite sequence of a probability distribution. The entropy
measure associated with first aspect is famous as *entropy rate*,
while the entropy measure associated with the second aspect is the *entropy
series*. Discussing the entropy series, we shall study also the important
aspect of *maximum entropy principle* for the discrete case. While,
the continuous case is discussed in section 1.8.

21-06-2001 Inder Jeet Taneja Departamento de Matemática - UFSC 88.040-900 Florianópolis, SC - Brazil