Seite - 99 - in Differential Geometrical Theory of Statistics
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Text der Seite - 99 -
Entropy2016,18, 386
where
β= ⎡⎣ 12R−1 −R−1m
0 0 ⎤⎦ and ξˆ=[ R+mmT m
0 0 ]
(259)
IfwesetZ1= ⎡⎣ 12Ω−11 −Ω−11 n1
0 0 ⎤⎦ andZ2= ⎡⎣ 12Ω−12 −Ω−12 n2
0 0 ⎤⎦ (260)
With 〈..., ...〉 the innerproductgivenby
〈ξ,β〉=Tr [
baT+HTL ]
withξ= [
L b
0 0 ]
,β= [
H a
0 0 ]
(261)
[β,Z2]= βZ2−Z2β= ⎡⎣ 12R−1 −R−1m
0 0 ⎤⎦⎡⎣ 12Ω−12 −Ω−12 n2
0 0 ⎤⎦− ⎡⎣ 12Ω−12 −Ω−12 n2
0 0 ⎤⎦⎡⎣ 12R−1 −R−1m
0 0 ⎤⎦
[β,Z2]= ⎡⎣ 14(R−1Ω−12 −Ω−12 R−1) −12(R−1Ω−12 n2−Ω−12 R−1m)
0 0 ⎤⎦ (262)
[
Z1, [
β,Z2 ]]
= ⎡⎣ 12Ω−11 −Ω−11 n1
0 0 ⎤⎦⎡⎣ 14 (
R−1Ω−12 −Ω −1
2 R −1) −1
2 (
R−1Ω−12 n2−Ω −1
2 R −1m )
0 0 ⎤⎦
− ⎡⎢⎣ 14 (
R−1Ω−12 −Ω −1
2 R −1) −1
2 (
R−1Ω−12 n2−Ω −1
2 R −1m )
0 0 ⎤⎥⎦ ⎡⎢⎣ 12Ω−11 −Ω−11 n1
0 0 ⎤⎥⎦
= ⎡⎢⎣ 18 (
Ω−11 (
R−1Ω−12 −Ω−12 R−1 )
− (
R−1Ω−12 −Ω−12 R−1 )
Ω−11 ) −1
4 (
Ω−11 (
R−1Ω−12 n2−Ω−12 R−1m )
− (
R−1Ω−12 −Ω−12 R−1 )
Ω−11 n1 )
0 0 ⎤⎥⎦ (263)
Wecanthencompute:
〈
ξˆ, [Z1, [β,Z2]] 〉
=Tr [
1
4 m ((
R−1Ω−12 −Ω−12 R−1 )
Ω−11 n1−Ω−11 (
R−1Ω−12 n2−Ω−12 R−1m ))T]
+Tr [(
1
8 (
Ω−11 (
R−1Ω−12 −Ω−12 R−1 )
− (
R−1Ω−12 −Ω−12 R−1 )
Ω−11 ))( R+mmT )] (264)
TheSouriau-Fishermetric isdefinedinLiealgebragβ([β,Z1] , [β,Z2])where:
[β,Z1]= ⎡⎣ 14(R−1Ω−11 −Ω−11 R−1) −12(R−1Ω−11 n1−Ω−11 R−1m)
0 0 ⎤⎦= ⎡⎣ 12G−11 −G−11 g1
0 0 ⎤⎦
withG1=2(Ω1R−RΩ1) andg1=(I−RΩ1R−1Ω−11 )n1+(Ω1RΩ−11 R−1− I)m
[β,Z2]= ⎡⎣ 14(R−1Ω−12 −Ω−12 R−1) −12(R−1Ω−12 n2−Ω−12 R−1m)
0 0 ⎤⎦= ⎡⎣ 12G−12 −G−12 g2
0 0 ⎤⎦
withG2=2(Ω2R−RΩ2) andg2=(I−RΩ2R−1Ω−12 )n2+(Ω2RΩ−12 R−1− I)m (265)
and
β= ⎡⎣ 12R−1 −R−1m
0 0 ⎤⎦ (266)
Another approach todevelop the Souriau-Fishermetric gβ([β,Z1] , [β,Z2]) is to compute the
tensor Θ˜(X,Y) fromthemomentmap J:
Θ˜(X,Y)= J[X,Y]−{JX, JY}with {., .} PoissonBracketand J theMomentMap (267)
Θ˜(X,Y) : g×g→ (268)
99
Differential Geometrical Theory of Statistics
- Titel
- Differential Geometrical Theory of Statistics
- Autoren
- Frédéric Barbaresco
- Frank Nielsen
- Herausgeber
- MDPI
- Ort
- Basel
- Datum
- 2017
- Sprache
- englisch
- Lizenz
- CC BY-NC-ND 4.0
- ISBN
- 978-3-03842-425-3
- Abmessungen
- 17.0 x 24.4 cm
- Seiten
- 476
- Schlagwörter
- Entropy, Coding Theory, Maximum entropy, Information geometry, Computational Information Geometry, Hessian Geometry, Divergence Geometry, Information topology, Cohomology, Shape Space, Statistical physics, Thermodynamics
- Kategorien
- Naturwissenschaften Physik