English

Neighbourhoods of independence for random processes

Differential Geometry 2007-05-23 v1 Probability

Abstract

The Freund family of distributions becomes a Riemannian 4-manifold with Fisher information as metric; we derive the induced α\alpha-geometry, i.e., the α\alpha-curvature, α\alpha-Ricci curvature with its eigenvales and eigenvectors, the α\alpha-scalar curvature etc. We show that the Freund manifold has a positive constant 0-scalar curvature, so geometrically it constitutes part of a sphere. We consider special cases as submanifolds and discuss their geometrical structures; one submanifold yields examples of neighbourhoods of the independent case for bivariate distributions having identical exponential marginals. Thus, since exponential distributions complement Poisson point processes, we obtain a means to discuss the neighbourhood of independence for random processes.

Keywords

Cite

@article{arxiv.math/0311087,
  title  = {Neighbourhoods of independence for random processes},
  author = {Khadiga Arwini and C. T. J. Dodson},
  journal= {arXiv preprint arXiv:math/0311087},
  year   = {2007}
}

Comments

12 pages, 1 figure

R2 v1 2026-07-22T16:59:24.149Z