Figures 2 and 3 of Rényi Divergence and Kullback-Leibler Divergence show the Rényi divergence $D_\alpha(P||Q)$ for fixed $Q$ as $P$ varies over a sample space containing two or three elements.
http://ilorentz.org/beenakker/MO/Renyi.png
Carlo Beenakker
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