A geometry on the space of probabilities. I: The finite dimensional case (Q879629): Difference between revisions
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Revision as of 15:51, 12 February 2024
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English | A geometry on the space of probabilities. I: The finite dimensional case |
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A geometry on the space of probabilities. I: The finite dimensional case (English)
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14 May 2007
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Summary: We provide a natural way of defining exponential coordinates on the class of probabilities on the set \(\Omega = [1,n]\) or on \(\mathbb{P} = \{p=(p_1,\dots,p_n)\in \mathbb{R}^n \mid p_i > 0;\;\Sigma_{i=1}^n p_i =1\}\). For that, we have to regard \(\mathbb{P}\) as a projective space and the exponential coordinates will be related to geodesic flows in \(\mathbb{C}^n\). [Part II has appeared ibid.\ 22, No.\,3, 833--849 (2006; Zbl 1122.46039).]
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\(C^*\)-algebra
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reductive homogeneous space
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lifting of geodesics
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exponential families
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maximum entropy method
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