paper

The Renyi Capacity and Center

arXiv:1608.02424 · doi:10.1109/TIT.2018.2861002

Abstract

Renyi's information measures ---the Renyi information, mean, capacity, radius, and center--- are analyzed relying on the elementary properties of the Renyi divergence and the power means. The van Erven-Harremoes conjecture is proved for any positive order and for any set of probability measures on a given measurable space and a generalization of it is established for the constrained variant of the problem. The finiteness of the order Renyi capacity is shown to imply the continuity of the Renyi capacity on and the uniform equicontinuity of the Renyi information, both as a family of functions of the order indexed by the priors and as a family of functions of the prior indexed by the orders. The Renyi capacities and centers of various families of Poisson processes are derived as examples.

32+8 pages. An error in the statement of Lemma 8 is corrected. The change is inconsequential for the rest of the paper

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