engleski

Monotonicity of the Jensen functional for f-divergences with applications to the Zipf-Mandelbrot law

The Jensen functional in its discrete form is brought in relation to the Csiszar divergence functional, this time via its monotonicity property. This approach presents a generalization of the previously obtained results that made use of interpolating Jensen-type inequalities. Thus the monotonicity property is integrated with the Zipf-Mandelbrot law and applied to f-divergences for probability distributions that originate from the Csiszar divergence functional: Kullback-Leibler divergence, Hellinger distance, Bhattacharyya distance, chi-square divergence, total variation distance. The Zipf-Mandelbrot and the Zipf law are widely used in various scientific fields and interdisciplinary and here the focus is on the aspect of the mathematical inequalities.

Jensen functional, monotonicity, Csiszar divergence functional, f-divergences, Zipf-Mandelbrot law.

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