Information geometric characterization of the complexity of fractional Brownian motions

DOI10.1063/1.4770047zbMath1293.60047OpenAlexW2040936135MaRDI QIDQ2872469

Guoquan Xu, Lin Yu Peng, Hua Fei Sun

Publication date: 14 January 2014

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.4770047

zbMATH Keywords

fractional Brownian motioncurvaturegeodesicLyapunov exponentinformation geometrydual connection

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Geodesics in global differential geometry (53C22) Measures of information, entropy (94A17) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Methods of local Riemannian geometry (53B21)

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Cites Work

• The geometric structures and instability of entropic dynamical models
• Geometry of Hamiltonian dynamics with conformal Eisenhart metric
• Reexamination of an information geometric construction of entropic indicators of complexity
• Differential-geometrical methods in statistics.
• Defining the curvature of a statistical problem (with applications to second order efficiency)
• Jacobi fields on statistical manifolds of negative curvature
• Differential geometry of a parametric family of invertible linear systems—Riemannian metric, dual affine connections, and divergence
• Ten Lectures on Wavelets
• Fractional Brownian Motions, Fractional Noises and Applications
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