Fluctuation geometry: a counterpart approach of inference geometry

DOI10.1088/1751-8113/45/17/175002MaRDI QIDQ2888593zbMATH OpenOpenAlexFDO

Authors L. Velázquez

Publication date 1 June 2012

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1107.2387

zbMATH Keywords

Einstein fluctuation theoryfluctuation geometryRiemannian structure

Mathematics Subject Classification ID

Special Riemannian manifolds (Einstein, Sasakian, etc.) (53C25) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: Starting from an axiomatic perspective, emph{fluctuation geometry} is developed as a counterpart approach of inference geometry. This approach is inspired on the existence of a notable analogy between the general theorems of emph{inference theory} and the the emph{general fluctuation theorems} associated with a parametric family of distribution functions $dp(I|heta)=ho(I|heta)dI$, which describes the behavior of a set of emph{continuous stochastic variables} driven by a set of control parameters $heta$. In this approach, statistical properties are rephrased as purely geometric notions derived from the emph{Riemannian structure} on the manifold $mathcal{M}_{heta}$ of stochastic variables $I$. Consequently, this theory arises as an alternative framework for applying the powerful methods of differential geometry for the statistical analysis. Fluctuation geometry has direct implications on statistics and physics. This geometric approach inspires a Riemannian reformulation of Einstein fluctuation theory as well as a geometric redefinition of the information entropy for a continuous distribution.

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• Curvature of fluctuation geometry and its implications on Riemannian fluctuation theory
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