The curvature induced by covariance

DOI10.1016/0304-4149(89)90037-9MaRDI QIDQ1823540zbMATH OpenOpenAlexFDO

Authors Silviu Guiasu

Publication date 1989

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(89)90037-9

zbMATH Keywords

linear dependence between random variablesnonlinear dependence between random variablestime series

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) General second-order stochastic processes (60G12)

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Cites work

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• Entropy differential metric, distance and divergence measures in probability spaces: A unified approach
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• I-divergence geometry of probability distributions and minimization problems
• Information geometry in functional spaces of classical and quantum finite statistical systems
• On Information and Sufficiency
• The relation between information theory and the differential geometry approach to statistics

Cited in

(1)

• scientific article; zbMATH DE number 1788316 (Why is no real title available?)

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