On f-Divergences: Integral Representations, Local Behavior, and Inequalities: Integral representations, local behavior, and inequalities

This paper is focused on f -divergences, consisting of three main contributions. The first one introduces integral representations of a general f -divergence by means of the relative information spectrum. The second part provides a new approach for the derivation of f -divergence inequalities, and it exemplifies their utility in the setup of Bayesian binary hypothesis testing. The last part of this paper further studies the local behavior of f -divergences.