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We have decided to discontinue the publication of preprints on our preprint server as of 1 March 2024. The publication culture within mathematics has changed so much due to the rise of repositories such as ArXiV (www.arxiv.org) that we are encouraging all institute members to make their preprints available there. An institute's repository in its previous form is, therefore, unnecessary. The preprints published to date will remain available here, but we will not add any new preprints here.

MiS Preprint
95/2001

Information geometry on complexity and stochastic interaction

Nihat Ay

Abstract

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.

Received:
07.12.01
Published:
07.12.01
Keywords:
stochastic interaction, complexity, information geometry, kullback-leibler divergence, separability, markov chains, random fields

Related publications

inJournal
2015 Journal Open Access
Nihat Ay

Information geometry on complexity and stochastic interaction

In: Entropy, 17 (2015) 4, pp. 2432-2458