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Timeline for Property of relative entropy

Current License: CC BY-SA 3.0

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Dec 6, 2014 at 5:23 comment added Sedi Thank you Michele, I think I got the thing which I were looking for after discussion here. Thank you
Dec 5, 2014 at 20:08 comment added user47274 I'm sorry Sedi, but now you have changed the integral with respect to dP into dQ! I think that with what Pablo told you, you will be able to find a proof on the Internet.
Dec 5, 2014 at 13:17 comment added Sedi Dear Michele, to me, it seems for your proof, we need decomposition of $\log(\frac{dQ}{dP})\frac{dQ}{dP}$ which is not concave any more... Is not it?
Dec 5, 2014 at 12:02 comment added user47274 I mean that I should add some more detail
Dec 5, 2014 at 12:01 history edited user47274 CC BY-SA 3.0
deleted 14 characters in body
Dec 5, 2014 at 12:00 comment added Sedi What do you mean by partial answer? What is equal to 0 a.s. in the end?
Dec 5, 2014 at 11:57 review First posts
Dec 5, 2014 at 11:58
Dec 5, 2014 at 11:56 history answered user47274 CC BY-SA 3.0