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Convex solutions of a functional equation arising in information theoryJournal of Mathematical Analysis and Applications, Vol. 328, No. 2. (15 April 2007), pp. 1309-1320.
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AbstractGiven a convex function f defined for positive real variables, the so-called Csiszár f-divergence is a function If defined for two n-dimensional probability vectors p=(p1,...,pn) and q=(q1,...,qn) as . For this generalized measure of entropy to have distance-like properties, especially symmetry, it is necessary for f to satisfy the following functional equation: for all x>0. In the present paper we determine all the convex solutions of this functional equation by proposing a way of generating all of them. In doing so, existing usual f-divergences are recovered and new ones are proposed.
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