Caputo and Riemann—Liouville Fractional Approximation of Csiszar’s f–Divergence


Here are presented various tight probabilistic inequalities that give nearly best estimates for the Csiszar’s f-divergence. These involve Riemann—Liouville and Caputo fractional derivatives of the directing function f. Also is given a lower bound for the Csiszar’s distance. The Csiszar’s discrimination is the most essential and general measure for the comparison between two probability measures. This is a continuation of Chapter 22 and is based on [55].


Probability Measure Fractional Derivative Directing Function Operational Calculus Caputo Fractional Derivative 


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© Springer-Verlag New York 2009

Authors and Affiliations

  1. 1.Department Mathematical SciencesUniversity of MemphisMemphisUSA

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