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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:
Dec 7, 2001
Published:
Dec 7, 2001
Keywords:
stochastic interaction, complexity, information geometry, kullback-leibler divergence, separability, markov chains, random fields

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2015 Journal Open Access
Nihat Ay

Information geometry on complexity and stochastic interaction

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