Mixed f-divergences, a concept from information theory and statistics, measure the difference between multiple pairs of distributions. We introduce them for log-concave functions and establish some of their properties. Among them are affine invariant vector entropy inequalities, like new Alexandrov-Fenchel-type inequalities and an affine isoperimetric inequality for the vector form of the Kullback Leibler divergence for log-concave functions. Special cases of f-divergences are mixed L-λ-affine surface areas for log-concave functions. For those, we establish various affine isoperimetric inequalities as well as a vector Blaschke Santaló-type inequality.
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Received 27 January 2014; revised 31 July 2014; published online 12 November 2014. 2010 Mathematics Subject Classification 46B, 52A20, 60B. Elisabeth M. Werner was partially supported by an NSF grant.
© 2014 London Mathematical Society.