Bounds of some divergence measures using Green’s function and Fink’s identity via Diamond Integrals

Abstract

In the present paper, some inequalities regarding Csiszár divergence are generalized for diamond integrals by utilizing Green function and Fink’s identity. By selecting various kinds of convex functions, bound of different entropies and divergence measures are obtained. Furthermore, in seek of applications, bounds of different divergence measures are estimated on diverse fixed time scales. These divergence measures are fundamental in problems pertaining to source and channel coding, large deviations theory, and other sorts of problems.