Information geometry on complexity and stochastic interaction
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Submission date: 07. Dec. 2001
published in: Entropy, 17 (2015) 4, p. 2432-2458
DOI number (of the published article): 10.3390/e17042432
Keywords and phrases: stochastic interaction, complexity, information geometry, kullback-leibler divergence, separability, markov chains, random fields
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Interdependencies of stochastically interacting units are usually quantified by the Kullback-Leibler divergence of a stationary joint probability distribution on the set of all configurations from the corresponding factorized distribution. This is a spatial approach which does not describe the intrinsically temporal aspects of interaction. In the present paper the setting is extended to a dynamical version where temporal interdependencies are also captured by using information geometry of Markov-chain manifolds.