Please use this identifier to cite or link to this item: http://hdl.handle.net/10077/10639
Title: On an inequality from Information Theory
Authors: Horst, Alzer
Keywords: Gibbs'inequalityKullback-Leibler divergenceinformation theorylog-function
Issue Date: 23-Dec-2014
Series/Report no.: Rendiconti dell’Istituto di Matematica dell’Università di Trieste. An International Journal of Mathematics
46 (2014)
Abstract: We prove that the inequalities $$ \sum_{j=1}^n \frac{q_j (q_j-p_j)^2}{q_j^2 +m_j^{\alpha} M_j^{1-\alpha}} \leq \sum_{j=1}^n p_j \log \frac{p_j}{q_j} \leq \sum_{j=1}^n \frac{q_j (q_j-p_j)^2}{q_j^2 +m_j^{\beta} M_j^{1-\beta}} \quad{(\alpha, \beta \in \mathbb{R})}, $$ where $$ m_j=\min(p_j^2, q_j^2) \quad\mbox{and} \quad{M_j=\max(p_j^2, q_j^2)} \quad(j=1,...,n), $$ hold for all positive real numbers $p_j, q_j$ $(j=1,...,n; n\geq 2)$ with $\sum_{j=1}^n p_j=\sum_{j=1}^n q_j$ if and only if $\alpha\leq 1/3$ and $\beta\geq 2/3$. This refines a result of Halliwell and Mercer, who showed that the inequalities are valid with $\alpha=0$ and $\beta=1$.
Description: Horst Alzer, "On an inequality from Information Theory", in: Rendiconti dell’Istituto di Matematica dell’Università di Trieste. An International Journal of Mathematics, 46 (2014), pp.231-235
URI: http://hdl.handle.net/10077/10639
ISSN: 0049-4704
Appears in Collections:Rendiconti dell'Istituto di matematica dell'Università di Trieste: an International Journal of Mathematics vol.46 (2014)

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