Distances in probability space and the statistical complexity setup (Q400868)

Summary: Statistical complexity measures (SCM) are the composition of two ingredients: (i) entropies and (ii) distances in probability-space. In consequence, SCMs provide a simultaneous quantification of the randomness and the correlational structures present in the system under study. We address in this review important topics underlying the SCM structure, viz., (a) a good choice of probability metric space and (b) how to assess the best distance-choice, which in this context is called a ``disequilibrium'' and is denoted with the letter \(\mathcal Q\). \(\mathcal Q\), indeed the crucial SCM ingredient, is cast in terms of an associated distance \(\mathcal D\). Since out input data consists of time-series, we also discuss the best way of extracting from the time series a probability distribution \(P\). As an illustration, we show just how these issues affect the description of the classical limit of quantum mechanics.