Generalized Hilfer Fractional Approximation of Csiszar’s f-Divergence
Here are given tight probabilistic inequalities that provide nearly best estimates for the Csiszar’s f-divergence. These use the right and left ψ -Hilfer fractional derivatives of the directing function f. Csiszar’s f-divergence or the so called Csiszar’s discrimination is used as a measure of dependence between two random variables which is a very essential aspect of stochastics, we apply our results there. The Csiszar’s discrimination is the most important and general measure for the comparison between two probability measures. We give also other applications. It follows .
Studies in Systems, Decision and Control
Anastassiou, G. (2022). Generalized Hilfer Fractional Approximation of Csiszar’s f-Divergence. Studies in Systems, Decision and Control, 398, 115-131. https://doi.org/10.1007/978-3-030-86920-5_5