In a recent paper, we have studied a generalization of the Jensen–Shannon divergence (JSD) (Physica A 329 (2003) 81). This generalization was made in the context of Tsallis’ statistical mechanics. The present work is devoted to an investigation of the metric character of the JSD generalization.

The Jensen–Shannon divergence is a symmetrized and smoothed version of the Kullback–Leibler divergence. Recently it has been widely applied to the analysis and characterization of symbolic sequences. In this paper we investigate a generalization of the Jensen–Shannon divergence. This...