Minimax R\'enyi Redundancy

The redundancy for universal lossless compression of discrete memoryless sources in Campbell's setting is characterized as a minimax R\'enyi divergence, which is shown to be equal to the maximal $\alpha$-mutual information via a generalized redundancy-capacity theorem. Special attention is placed on the analysis of the asymptotics of minimax R\'enyi divergence, which is determined up to a term vanishing in blocklength.