• DocumentCode
    1208181
  • Title

    Refinements of Pinsker´s inequality

  • Author

    Fedotov, Alexei A. ; Harremoës, Peter ; Topsøe, Flemming

  • Author_Institution
    Dept. of Inf. Technol., Inst. of Computational Technol., Novosibirsk, Russia
  • Volume
    49
  • Issue
    6
  • fYear
    2003
  • fDate
    6/1/2003 12:00:00 AM
  • Firstpage
    1491
  • Lastpage
    1498
  • Abstract
    Let V and D denote, respectively, total variation and divergence. We study lower bounds of D with V fixed. The theoretically best (i.e., largest) lower bound determines a function L=L(V), Vajda´s (1970) tight lower bound. The main result is an exact parametrization of L. This leads to Taylor polynomials which are lower bounds for L, and thereby to extensions of the classical Pinsker (1960) inequality which has numerous applications, cf. Pinsker and followers.
  • Keywords
    information theory; polynomials; probability; set theory; Pinsker´s inequality; Taylor polynomials; Vaida´s tight lower bound; convex set; divergence; exact parametrization; information diagram; information theory; lower bounds; probability measures; total variation; Additives; Councils; Entropy; Information technology; Information theory; Mathematics; Notice of Violation; Polynomials; Random variables; Upper bound;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.2003.811927
  • Filename
    1201071