Useful Facts about the Kullback-Leibler Discrimination Distance
Kullback-Leibler divergence; Stein's Lemma; Data Processing Theorem
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.