The current version is a slightly revised version of the second printing (1991) of the Springer-Verlag book of the same name, which is now out of print. This corrected version is made available with the permission of Springer-Verlag and it hopefully will eventually lead to a more serious revision further developing the properties of relative entropy.
Permission is hereby given to freely print and circulate copies of this book so long as it is left intact and not reproduced for commercial purposes. The author would welcome all typos and comments.