A generalization of local divergence measures

Abstract

In this paper we propose a generalization of the concept of the local property for divergence measures. These new measures will be called g-local divergence measures, and we study some of their properties. Once this family is defined, a characterization based on Ling's theorem is given. From this result, we obtain the general form of g-local divergence measures as a function of the divergence in each element of the reference set; this study is divided in three parts according to the cardinality of the reference set: finite, infinite countable or non-countable. Finally, we study the problem of componible divergence measures as a dual concept of g-local divergence measures.