TITLE: Discrete entropy of the integer part of a random variable
QUESTION [10 upvotes]: Let $X$ be a real valued random variable. Of course, the integer part $\lfloor X \rfloor$ of $X$ is a discrete random variable taking values in $\mathbb{Z}$. We can therefore define its discrete entropy
\begin{equation}
H(\lfloor X \rfloor) = - \sum_{n\in\mathbb{Z}} \mathbb{P}( \lfloor X \rfloor = n ) \log( \mathbb{P}( \lfloor X \rfloor = n ) ), 
\end{equation}
which is in $[0,\infty]$ as a sum of nonnegative terms, since $- x \log x \geq 0$ for any $0 \leq x \leq 1$ (with the convention $0\log 0 = 0$).
I am looking for sufficient conditions such that $H(\lfloor X \rfloor ) < \infty$. For instance, is it sufficient to know that $X$ has a finite absolute moment $\mathbb{E}[|X|^p] < \infty$ for some $p>0$? Any condition of this type, possibly weaker, is welcome.
Motivation: There are strong connection between the differential entropy of $X$ (assuming $X$ has a pdf whose differential entropy is well-defined) and the discrete entropy of $\lfloor nX \rfloor$ when $n\rightarrow0$. This was the main topic of the 1959 paper from Alfred Rényi intitled On the dimension and entropy of probability distributions: I am questioning the assumptions under which the discrete entropy is well-defined.

REPLY [11 votes]: Using (say) decimal notation, ASCII encoding, and a delimiter symbol such as a space or comma, as well as the law of large numbers, one can almost surely encode $N$ independent copies of $\lfloor X \rfloor$ using $O( N {\bf E} \log( 2 + |X| ) ) + o(N)$ bits.  Applying the Shannon source coding theorem, we conclude that
$$ {\bf H}( \lfloor X \rfloor ) \ll {\bf E} \log(2 + |X| )$$
which by Jensen's inequality also gives
$$ {\bf H}( \lfloor X \rfloor ) \ll_p \log(2 + {\bf E} |X|^p)$$
for any $0 < p < \infty$.