Web-Books
in the Austria-Forum
Austria-Forum
Web-Books
Naturwissenschaften
Physik
Differential Geometrical Theory of Statistics
Page - 35 -
  • User
  • Version
    • full version
    • text only version
  • Language
    • Deutsch - German
    • English

Page - 35 - in Differential Geometrical Theory of Statistics

Image of the Page - 35 -

Image of the Page - 35 - in Differential Geometrical Theory of Statistics

Text of the Page - 35 -

Entropy2016,18, 370 7.GeneralizationforHamiltonianActions 7.1.GeneralizedGibbsStates Inhisbook[15]andinseveralpapers [13,16,17],Souriauextends theconceptofaGibbsstate for aHamiltonianactionofaLiegroupGonasymplecticmanifold (M,ω).UsualGibbsstatesdefined inSection6 for a smoothHamiltonianHonasymplecticmanifold (M,ω)appearas special cases, inwhich the Lie group is a one-parameter group. If the symplecticmanifold (M,ω) is the phase spaceof theHamiltonian system, that one-parameter group,whoseparameter is the time t, is the groupof evolution, as a functionof time, of the stateof the system, starting fromits state at some arbitrarilychosen initial time t0. If (M,ω) is thesymplecticmanifoldofall themotionsof thesystem, thatone-parametergroup,whoseparameter isarealĻ„āˆˆR, is the transformationgroupwhichmaps onemotionof thesystemwithsomeinitial stateat time t0 onto themotionof thesystemwiththesame initial stateatanother time (t0+Ļ„).Wediscussbelowthisgeneralization. NotationsandConventions In this section,Φ :GƗM→M isaHamiltonianaction (forexampleonthe left)ofaLiegroupG onasymplecticmanifold (M,ω).WedenotebyG theLiealgebraofG, byGāˆ— itsdual spaceandby J :M→Gāˆ— amomentummapof theactionΦ. Definition19. Let b∈G be such that the integrals on the righthandsidesof the equalities P(b)= ∫ M exp (āˆ’ć€ˆJ,b怉)dλω and EJ(b)=Eρb(J)= 1 P(b) ∫ M Jexp (āˆ’ć€ˆJ,b怉)dλω converge. The smoothprobabilitymeasureonMwithdensity (with respect to theLiouvillemeasureλω onM) ρb= 1 P(b) exp (āˆ’ć€ˆJ,b怉) is called the generalizedGibbs statistical state associated to b. The functions b → P(b) and b → EJ(b) so definedonthesubsetofGmadebyelementsb forwhichthe integralsdefiningP(b)andEJ(b)convergearecalled thepartition functionassociated to themomentummap J and themeanvalueof J atgeneralizedGibbs states. ThefollowingPropositiongeneralizes9. Proposition12. Let b∈G be such that the integralsdefiningP(b)andEJ(b) inDefinition19converge, and ρb be thedensityof thegeneralizedGibbs stateassociated tob. Theentropys(ρb),whichwill bedenotedbyS(b), exists and isgivenby S(b)= log ( P(b) ) + 〈 EJ(b),b 〉 = log ( P(b) )āˆ’āŒ©D(logP(b)),b〉 . (7) Moreover, for anyother smoothprobabilitydensityρ1 such that Eρ1(J)=Eρb(J)=EJ(b) , wehave s(ρ1)≤ s(ρb) , and the equality s(ρ1)= s(ρb)holds if andonly ifρ1= ρb. 35
back to the  book Differential Geometrical Theory of Statistics"
Differential Geometrical Theory of Statistics
Title
Differential Geometrical Theory of Statistics
Authors
FrƩdƩric Barbaresco
Frank Nielsen
Editor
MDPI
Location
Basel
Date
2017
Language
English
License
CC BY-NC-ND 4.0
ISBN
978-3-03842-425-3
Size
17.0 x 24.4 cm
Pages
476
Keywords
Entropy, Coding Theory, Maximum entropy, Information geometry, Computational Information Geometry, Hessian Geometry, Divergence Geometry, Information topology, Cohomology, Shape Space, Statistical physics, Thermodynamics
Categories
Naturwissenschaften Physik
Web-Books
Library
Privacy
Imprint
Austria-Forum
Austria-Forum
Web-Books
Differential Geometrical Theory of Statistics