On a criterion of Riemannian distance for singularity and absolute continuity of probability measures.

DOI10.1016/S0167-7152(03)00082-8MaRDI QIDQ1423201zbMATH OpenOpenAlexWikidataFDO

Authors Yoon Tae Kim, Kee Won Lee

Publication date 14 February 2004

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(03)00082-8

zbMATH Keywords

Absolute continuityExponential mapGeodesicRiemannian distanceRiemannian metricSingularity

Mathematics Subject Classification ID

Abstract differentiation theory, differentiation of set functions (28A15) Spaces of measures, convergence of measures (28A33) Diffusion processes and stochastic analysis on manifolds (58J65) Convergence of probability measures (60B10)

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Cites work

• A Curious Example from Statistical Differential Geometry
• A geometric approach to singularity for Hilbert space-valued SDEs
• Differential geometry of curved exponential families. Curvatures and information loss
• Differential-geometrical methods in statistics
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• scientific article; zbMATH DE number 822726 (Why is no real title available?)

Cited in

(5)

• Riemannian distance and diameter of the space of probability measures and the parametrix
• Transport type metrics on the space of probability measures involving singular base measures
• scientific article; zbMATH DE number 3976006 (Why is no real title available?)
• Is There a Predictable Criterion for Mutual Singularity of Two Probability Measures on a Filtered Space?
• The use of separating times in proving singularity of Gaussian measures

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