An axiomatic characterization of mutual information

Abstract: We characterize mutual information as the unique map on ordered pairs of random variables satisfying a set of axioms similar to those of Faddeev's characterization of the Shannon entropy. There is a new axiom in our characterization however which has no analogue for Shannon entropy, based on the notion of a Markov triangle, which may be thought of as a composition of communication channels for which conditional entropy acts functorially. Our proofs are coordinate-free in the sense that no logarithms appear in our calculations.