On Generalized Csiszz Ar{kullback Inequalities
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چکیده
The classical Csiszz ar{Kullback inequality bounds the L 1 {distance of two probability densities in terms of their relative (convex) entropies. Here we generalize such inequalities to not necessarily normalized and possibly non-positive L 1 functions. Also, our generalized Csiszz ar{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.
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تاریخ انتشار 2000