Please use this identifier to cite or link to this item: doi:10.22028/D291-26168
Title: On generalized Csiszár-Kullback inequalities
Author(s): Arnold, Anton
Markowich, Peter
Toscani, Giuseppe
Unterreiter, Andreas
Language: English
Year of Publication: 2000
DDC notations: 510 Mathematics
Publikation type: Other
Abstract: The classical Csiszar-Kullback inequality bounds the L^{1}-distance of two probability densities in term of their relative (convex) entropies. Here we generalize such inequalities to not necessarily normalized and possibly non-positive L^{1} functions. Also, our generalized Csiszar-Kullback inequalities are in many important cases sharper than the classical ones (in terms of the functional dependence of the L^{1} bound on the relative entropy). Moreover our construction of these bounds is rather elementary.
Link to this record: urn:nbn:de:bsz:291-scidok-42902
Series name: Preprint / Fachrichtung Mathematik, Universität des Saarlandes
Series volume: 10
Date of registration: 4-Nov-2011
Faculty: MI - Fakultät für Mathematik und Informatik
Department: MI - Mathematik
Collections:SciDok - Der Wissenschaftsserver der Universität des Saarlandes

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