R\'enyi Divergence and Kullback-Leibler Divergence

R\'enyi divergence is related to R\'enyi entropy much like Kullback-Leibler divergence is related to Shannon's entropy, and comes up in many settings. It was introduced by R\'enyi as a measure of information that satisfies almost the same axioms as Kullback-Leibler divergence, and depends on a parameter that is called its order. In particular, the R\'enyi divergence of order 1 equals the Kullback-Leibler divergence. We review and extend the most important properties of R\'enyi divergence and Kullback-Leibler divergence, including convexity, continuity, limits of $\sigma$-algebras and the relation of the special order 0 to the Gaussian dichotomy and contiguity. We also show how to generalize the Pythagorean inequality to orders different from 1, and we extend the known equivalence between channel capacity and minimax redundancy to continuous channel inputs (for all orders) and present several other minimax results.Comment: To appear in IEEE Transactions on Information Theor

Stability properties of divergence-free vector fields

A divergence-free vector field satisfies the star property if any divergence-free vector field in some C1-neighborhood has all singularities and all periodic orbits hyperbolic. In this paper we prove that any divergence-free vector field defined on a Riemannian manifold and satisfying the star property is Anosov. It is also shown that a C1-structurally stable divergencefree vector field can be approximated by an Anosov divergence-free vector field. Moreover, we prove that any divergence-free vector field can be C1-approximated by an Anosov divergence-free vector field, or else by a divergence-free vector field exhibiting a heterodimensional cycle.Comment: 24 page