The Rényi entropy of general order unifies the well-known Shannon entropy with several other entropy notions, like the min-entropy or the collision entropy. In contrast to the Shannon entropy, there seems to be no commonly accepted definition for the conditional Rényi entropy: several versions have been proposed and used in the literature. In this work, we reconsider the definition for the conditional Rényi entropy of general order as proposed by Arimoto in 1975. We show that this particular notion satisfies several natural properties. In particular, we show that it satisfies monotonicity under conditioning, meaning that conditioning can only reduce the entropy, and (a weak form of) chain rule, which implies that the decrease in entropy due to conditioning is bounded by the number of bits one conditions on. None of the other suggestions for the conditional Rényi entropy satisfies both these properties. Finally, we show a natural interpretation of the conditional Rényi entropy in terms of (unconditional) Rényi divergence, and we show consistency with a recently proposed notion of conditional Rényi entropy in the quantum setting.
IEEE Transactions on Information Theory

Fehr, S., & Berens, S. (2014). On the Conditional Rényi Entropy. IEEE Transactions on Information Theory, 60(11), 6801–6810.