Integral representations of $f$-divergences for general von Neumann algebras

Abstract

We define and analyze hockeystick divergences and $f$-divergences for normal positive functionals on general von Neumann algebras, generalizing and unifying previous work in classical probability and finite-dimensional von Neumann algebras. All the main properties of these state distinguishability measures (including in particular monotonicity, convexity, semicontinuity, bounds, state discrimination, data processing inequality) are derived from properties of the Jordan decomposition of selfadjoint normal functionals. This is done by representing the $f$-divergences as integrals over hockeystick divergences, and their significance in quantum hypothesis testing is reviewed. The $f_0$-divergence given by the information function $f_0(t)=t\ln t$ is shown to coincide with Araki's relative entropy, extending results of Frenkel to general von Neumann algebras.

55 pages, comments welcome. See also the concurrent independent work by Koßmann, Schwonnek, Liu, and Cheng, which is being released simultaneously