Neighbourhoods of independence for random processes
Abstract
The Freund family of distributions becomes a Riemannian 4-manifold with Fisher information as metric; we derive the induced -geometry, i.e., the -curvature, -Ricci curvature with its eigenvales and eigenvectors, the -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