Adapted total variation between laws of n-step processes satisfies ATV(μ,ν) ≤ sqrt(n) sqrt(2H(μ|ν)), and the constant sqrt(n) is tight.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2025 1verdicts
ACCEPT 1representative citing papers
citing papers explorer
-
Pinsker's inequality for adapted total variation
Adapted total variation between laws of n-step processes satisfies ATV(μ,ν) ≤ sqrt(n) sqrt(2H(μ|ν)), and the constant sqrt(n) is tight.