We are concerned with the weighted Tsallis and Kaniadakis divergences between two measures. More precisely, we find inequalities between these divergences and Tsallis and Kaniadakis logarithms, prove that they are limited by similar bounds with those that limit Kullback-Leibler divergence and show that are pseudo-additive.
Keywords: Kaniadakis logarithm; Tsallis logarithm; weighted Kaniadakis divergence; weighted Tsallis divergence.