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This article is cited in 14 scientific papers (total in 14 papers)
A curious example from statistical differential geometry
G. Kallianpur, Y.-T. Kim
Abstract:
We consider an example of a family of probability measures on an infinite dimensional space which are mutually singular. Although the Fisher information metric and its variants are not available, it is shown that the parameter manifold has a natural differential structure that is non-Riemannian with nonzero curvature. It is also shown that there is no Riemannian metric compatible with the natural affine connection for which the curvature is not zero.
Keywords:
stochastic partial differential equation, parameter manifold, affine connection, non-Riemannian geometry.
Received: 13.03.1996
Citation:
G. Kallianpur, Y.-T. Kim, “A curious example from statistical differential geometry”, Teor. Veroyatnost. i Primenen., 43:1 (1998), 116–140; Theory Probab. Appl., 43:1 (1999), 42–62
Linking options:
https://www.mathnet.ru/eng/tvp842https://doi.org/10.4213/tvp842 https://www.mathnet.ru/eng/tvp/v43/i1/p116
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Abstract page: | 304 | Full-text PDF : | 150 | First page: | 9 |
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