Limiting behavior of relative Rényi entropy in a non-regular location shift family

Details Limiting behavior of relative Rényi entropy in a non-regular location shift family Limiting behavior of relative Rényi entropy in a non-regular location shift family

2002-12-05

arxiv.org/abs/math/0212077v1

Mathematics

Probability

Scientific paper

We calculate the limiting behavior of relative Renyi entropy when the first probability distribution is close to the second one in a non-regular location-shift family which is generated by a probability distribution whose support is an interval or a half-line. This limit can be regarded as a generalization of Fisher information, and plays an important role in large deviation theory.

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