Information geometric neighbourhoods of randomness and geometry of the McKay bivariate gamma 3-manifold

Details Information geometric neighbourhoods of randomness and geometry of the McKay bivariate gamma 3-manifold Information geometric neighbourhoods of randomness and geometry of the McKay bivariate gamma 3-manifold

2003-10-30

arxiv.org/abs/math/0310468v1

Mathematics

Differential Geometry

16 pages, 5 figures

Scientific paper

We show that gamma distributions provide models for departures from randomness since every neighbourhood of an exponential distribution contains a neighbourhood of gamma distributions, using an information theoretic metric topology. We derive also the information geometry of the 3-manifold of McKay bivariate gamma distributions, which can provide a metrization of departures from randomness and departures from independence for bivariate processes. The curvature objects are derived, including those on three submanifolds. As in the case of bivariate normal manifolds, we have negative scalar curvature but here it is not constant and we show how it depends on correlation. These results have applications, for example, in the characterization of stochastic materials.

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