Comparisons of Stochastic Matrices with Applications in Information Theory, Statistics, Economics and Population

"This book gives a mathematical treatment of a variety of methods for quantifying divergence or similarity between sets of proability distributions on a common space. Classical metrics, such as total variation and Kullback--Liebler divergence, are generalized. Such problems arise in statistics, economics and information theory. The book gives Brief but useful treatments of these and other applications with abundant references... well written with pointers to history and other methods of proof."

--Journal of the American Statistical Assoc.

"The book is compact and is dense with information. There is considerable motivation in the introduction... Contain[s] much material for the specialist."

--Zentralblatt Math