  Jensen-Shannon divergence (JD) is a symmetrized and smoothed version of the
most important divergence measure of information theory, Kullback divergence.
As opposed to Kullback divergence it determines in a very direct way a metric;
indeed, it is the square of a metric. We consider a family of divergence
measures (JD_alpha for alpha>0), the Jensen divergences of order alpha, which
generalize JD as JD_1=JD. Using a result of Schoenberg, we prove that JD_alpha
is the square of a metric for alpha lies in the interval (0,2], and that the
resulting metric space of probability distributions can be isometrically
embedded in a real Hilbert space. Quantum Jensen-Shannon divergence (QJD) is a
symmetrized and smoothed version of quantum relative entropy and can be
extended to a family of quantum Jensen divergences of order alpha (QJD_alpha).
We strengthen results by Lamberti et al. by proving that for qubits and pure
states, QJD_alpha^1/2 is a metric space which can be isometrically embedded in
a real Hilbert space when alpha lies in the interval (0,2]. In analogy with
Burbea and Rao's generalization of JD, we also define general QJD by
associating a Jensen-type quantity to any weighted family of states.
Appropriate interpretations of quantities introduced are discussed and bounds
are derived in terms of the total variation and trace distance.
