Useful Facts about the Kullback-Leibler Discrimination Distance
This report contains a list of some of the more prominent properties and theorems concerning the Kullback-Leibler (KL) discrimination distance. A brief discussion is also provided indicating the type of problems in which the KL distance has been applied. References are provided for the reader's convenience.
M. Lexa, "Useful Facts about the Kullback-Leibler Discrimination Distance," 2004.