Abstract
In this paper, we introduce the concept of stochastic HH-divergences based on convex stochastic processes. As an application, we propose some inequalities related to stochastic HH-divergences for convex stochastic processes. Our result extends HH-divergence in the class of f-divergence to the class of convex stochastic processes.
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Agahi, H., Yadollahzadeh, M. Some stochastic \({\varvec{HH}}\)-divergences in information theory. Aequat. Math. 92, 1051–1059 (2018). https://doi.org/10.1007/s00010-018-0567-2
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DOI: https://doi.org/10.1007/s00010-018-0567-2