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Bounds for Jeffreys–Tsallis and Jensen–Shannon–Tsallis divergences

Author

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  • Popescu, P.G.
  • Preda, V.
  • Sluşanschi, E.I.

Abstract

Recently Jeffreys–Tsallis and Jensen–Shannon–Tsallis divergences have been introduced, for which we establish new inequalities. Our results refine and generalize recent results in Tsallis theory and one respond to an interesting open problem dated since 2011.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:phsmap:v:413:y:2014:i:c:p:280-283
    DOI: 10.1016/j.physa.2014.06.073
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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.
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    Cited by:

    1. 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.
    2. Moretto, Enrico & Pasquali, Sara & Trivellato, Barbara, 2016. "Option pricing under deformed Gaussian distributions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 446(C), pages 246-263.

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