Statistical Bergman geometry

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Abstract: We introduce an embedding Phi:OmegaightarrowmathcalP(Omega), where OmegasubsetmathbbCn is a bounded domain, and mathcalP(Omega) denotes the space of all probability distributions defined on Omega. We establish that the pullback of the Fisher information metric, the fundamental Riemannian metric in Information geometry, from mathcalP(Omega) through Phi is exactly the Bergman metric of Omega. By employing the embedding Phi, we consider Omega as a statistical manifold in mathcalP(Omega) and present several results in this framework. Firstly, we express the holomorphic sectional curvature of the Bergman metric in terms of the expectation and provide a reconfirmation of Kobayashi's result that the holomorphic sectional curvature lies within the range (−infty,2]. Secondly, regarding two bounded domains Omega1 and Omega2 as statistical manifolds, we show that if a proper holomorphic map f:Omega1ightarrowOmega2 preserves the Fisher information metrics, then f must be a biholomorphism. Finally, we prove the asymptotic normality with the Bergman metric, subject to mild conditions imposed on the Bergman kernels that are satisfied by bounded Hermitian symmetric domains.












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