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Entropy2016,18, 396 whereA stands for theconjugateofA. Thepoint iI inHn is identifiedwith thenullmatrixnoted0 in Dn. LetZ∈Dn. ThereexistsPadiagonalmatrixwithdecreasingpositiverealentriesandUaunitary matrixsuchthatZ=UPUt. Letτ1≥ ...≥τnbesuchthat P= ⎛ ⎜⎝ th(τ1) ... th(τn) ⎞ ⎟⎠ . Let A0= ⎛ ⎜⎝ ch(τ1) ... ch(τn) ⎞ ⎟⎠ ,B0= ⎛ ⎜⎝ sh(τ1) ... sh(τn) ⎞ ⎟⎠ and gZ= ( U 0 0 U ) . ( A0 B0 A0 B0 ) . It canbeshownthat gZ∈Sp(n,C)andgZ.0=Z. (3) WeprovidenowacorrespondencebetweentheelementsofDn andtheelementsofpdefinedin Equation(1). Let HZ= ⎛ ⎜⎜⎜⎜⎜⎜⎜⎜⎜⎝ τ1 ... τn −τ1 ... −τn ⎞ ⎟⎟⎟⎟⎟⎟⎟⎟⎟⎠ ∈a, (4) and aZ= ⎛ ⎜⎜⎜⎜⎜⎜⎜⎜⎜⎝ eτ1 ... eτn e−τ1 ... e−τn ⎞ ⎟⎟⎟⎟⎟⎟⎟⎟⎟⎠ ∈A= exp(a). It canbeshownthat thereexistsk∈K suchthat Cexp(Adk(HZ))C−1.0=Z, orequivalently CkaZkC−1.0=Z. Recall thatEquation(2)givesAdk(H)∈pandkak∈ exp(p). ThedistancebetweenZand0 inDn isgivenby d(0,Z)= ( 2∑τ2i )1/2 (5) (seep. 292 in [20] ). 350
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Differential Geometrical Theory of Statistics
Title
Differential Geometrical Theory of Statistics
Authors
Frédéric 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
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Differential Geometrical Theory of Statistics