Theorem. K(σ,τ) =+ K(σ)+K(τ ∣ σ∗).
Proof. Clearly K(σ,τ)≤+K(σ)+K(τ ∣ σ∗). It remains to show
K(τ ∣ σ∗)≤+K(σ,τ)−K(σ)
We enumerate online prefix-free code and the weight is:
2K(σ)⋅τ∑2−K(σ,τ)
But I(σ) := ∑τ2−K(σ,τ) is an information content measure.
So I(σ)≤+P(σ)=+2−K(σ) and
τ∑2−K(σ,τ) ≤+ 2−K(σ)
so the required code exists. \hfill ◀