A note on some information-theoretic divergences between Zeta distributions

04/21/2021

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by   Frank Nielsen, et al.

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In this short communication, we first report a closed-form formula for calculating the α-divergences and the Sharma-Mittal divergences between any two zeta distributions. Then we report a formula to calculate the Kullback-Leibler divergence between any two zeta distributions. We illustrate these formula with examples.