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A short characterization of relative entropy (1712.04903v1)

Published 13 Dec 2017 in cs.IT, math-ph, math.IT, math.MP, math.ST, and stat.TH

Abstract: We prove characterization theorems for relative entropy (also known as Kullback-Leibler divergence), q-logarithmic entropy (also known as Tsallis entropy), and q-logarithmic relative entropy. All three have been characterized axiomatically before, but we show that earlier proofs can be simplified considerably, at the same time relaxing some of the hypotheses.

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