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A compact two-generator mixture attains the d+1 support bound
A constructed finite two-generator mixture with a continuous concave entropy functional; its values are illustrative and are not observations.
Example
Let be the compact generator domain, with dimensionless coordinate . On the convex ambient domain , define the affine extension and restrict it to , where fixed have units . For and , , so the extension is concave. Take the barycenter to be and declare every Borel probability mixture on with that barycenter feasible.
Facts & Assumptions
Given: The compact domain, entropy map, normalization, and feasible fixed-barycenter mixtures in the Example.
Attained entropy-maximizing mixtures on compact phase domains: Under these compactness, continuity, barycenter, and feasibility hypotheses, an entropy-maximizing mixture exists with at most atoms, here .
The Borel sigma-algebra of a topological space, Probability measures and probability spaces, and Measure space and integral: A Borel probability measure on finite assigns nonnegative weights summing to one, and the integral of a simple function is the finite weighted sum of its values. The supplier Attained entropy-maximizing mixtures on compact phase domains defines when and otherwise for Borel .
Verification
Write and . By [F2], and the barycenter equation is . Hence the only feasible measure is .
Its entropy per mole is the finite simple-function integral
Since it is the only feasible mixture, it attains the maximum. Its two support points equal for , as in [F1].