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Generalizations of Crooks and Lin’s results on Jeffreys–Csiszár and Jensen–Csiszár f-divergences

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  • Kluza, Paweł
  • Niezgoda, Marek

Abstract

In this paper, Jeffreys–Csiszár and Jensen–Csiszár f-divergences are introduced and studied. Some bounds of Crooks and Lin types for such divergences are provided. To this end the concavity of the composition of monotone functions is discussed. Refinements of the original inequalities by Crooks and Popescu et al. are given.

Suggested Citation

  • Kluza, Paweł & Niezgoda, Marek, 2016. "Generalizations of Crooks and Lin’s results on Jeffreys–Csiszár and Jensen–Csiszár f-divergences," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 463(C), pages 383-393.
    • Handle: RePEc:eee:phsmap:v:463:y:2016:i:c:p:383-393
    DOI: 10.1016/j.physa.2016.07.062
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    References listed on IDEAS

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    1. Furuichi, Shigeru & Mitroi, Flavia-Corina, 2012. "Mathematical inequalities for some divergences," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(1), pages 388-400.
    2. Popescu, P.G. & Preda, V. & Sluşanschi, E.I., 2014. "Bounds for Jeffreys–Tsallis and Jensen–Shannon–Tsallis divergences," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 413(C), pages 280-283.
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