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On a generalization of Havrda-Charvát’s \(\alpha\)-entropy to relative \(\alpha\)-entropy and its properties in a continuous system. (English) Zbl 0698.62006

A relative entropy version of Havrda-Charvat’s \(\alpha\)-entropy [J. Havrda and F. Charvát, Kybernetika 3, 30–35 (1967; Zbl 0178.22401)] is introduced and its characterization by specifying the conditions of degree of entropy increase, symmetry and continuity is given. Properties of relative \(\alpha\)-entropy for a continuous system analogous to those which hold for the usual relative entropy such as positivity, monotonicity, integral representation, lower semicontinuity and joint convexity are discussed.

MSC:

62B10 Statistical aspects of information-theoretic topics
28D20 Entropy and other invariants
94A17 Measures of information, entropy

Citations:

Zbl 0178.22401