The Effect Of Microscopic Correlations On The Information Geometric Complexity Of Gaussian Statistical Models

Physics – Mathematical Physics

Scientific paper

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12 pages; article in press, Physica A (2010).

Scientific paper

We present an analytical computation of the asymptotic temporal behavior of the information geometric complexity (IGC) of finite-dimensional Gaussian statistical manifolds in the presence of microcorrelations (correlations between microvariables). We observe a power law decay of the IGC at a rate determined by the correlation coefficient. It is found that microcorrelations lead to the emergence of an asymptotic information geometric compression of the statistical macrostates explored by the system at a faster rate than that observed in absence of microcorrelations. This finding uncovers an important connection between (micro)-correlations and (macro)-complexity in Gaussian statistical dynamical systems.

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