On the Existence of the Augustin Mean

Abstract: The existence of a unique Augustin mean and its invariance under the Augustin operator are established for arbitrary input distributions with finite Augustin information for channels with countably generated output $\sigma$-algebras. The existence is established by representing the conditional R\'enyi divergence as a lower semicontinuous and convex functional in an appropriately chosen uniformly convex space and then invoking the Banach--Saks property in conjunction with the lower semicontinuity and the convexity. A new family of operators is proposed to establish the invariance of the Augustin mean under the Augustin operator for orders greater than one. Some members of this new family strictly decrease the conditional R\'enyi divergence, when applied to the second argument of the divergence, unless the second argument is a fixed point of the Augustin operator.