The curvature induced by covariance

DOI10.1016/0304-4149(89)90037-9zbMath0681.60039OpenAlexW2030968692MaRDI QIDQ1823540

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

time serieslinear dependence between random variablesnonlinear dependence between random variables

Mathematics Subject Classification ID

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

Cites Work

• Entropy differential metric, distance and divergence measures in probability spaces: A unified approach
• The relation between information theory and the differential geometry approach to statistics
• Information geometry in functional spaces of classical and quantum finite statistical systems
• I-divergence geometry of probability distributions and minimization problems
• Defining the curvature of a statistical problem (with applications to second order efficiency)
• Differential geometry of curved exponential families. Curvatures and information loss
• On Information and Sufficiency
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