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ON RNYI DIVERGENCE MEASURES FOR CONTINUOUS ALPHABET SOURCES
 

Summary: ON RÉNYI DIVERGENCE MEASURES FOR CONTINUOUS
ALPHABET SOURCES
by
MANUEL GIL
A thesis submitted to the
Department of Mathematics and Statistics
in conformity with the requirements for
the degree of Masters of Science
Queen's University
Kingston, Ontario, Canada
August 2011
Copyright c Manuel Gil, 2011
Abstract
The idea of `probabilistic distances' (also called divergences), which in some sense as-
sess how `close' two probability distributions are from one another, has been widely
employed in probability, statistics, information theory, and related fields. Of particular
importance due to their generality and applicability are the Rényi divergence measures.
While the closely related concept of Rényi entropy of a probability distribution has been
studied extensively, and closed-form expressions for the most common univariate and
multivariate continuous distributions have been obtained and compiled [57, 45, 62],

  

Source: Alajaji, Fady - Department of Mathematics and Statistics, Queen's University (Kingston)

 

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