  We show that the conservation and the non-additivity of the information,
together with the additivity of the entropy make the entropy increase in an
isolated system. The collapse of the entangled quantum state offers an example
of the information non-additivity. Nevertheless, the later is also true in
other fields, in which the interaction information is important. Examples are
classical statistical mechanics, social statistics and financial processes. The
second law of thermodynamics is thus proven in its most general form. It is
exactly true, not only in quantum and classical physics but also in other
processes, in which the information is conservative and non-additive.
