Information geometry of tempered stable processes
Fuente:
arXiv
Saved in:
| Main Author: | |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866915697261543424 |
|---|---|
| author | Choi, Jaehyung |
| author_facet | Choi, Jaehyung |
| contents | We find the information geometry of tempered stable processes. Beginning with the derivation of $α$-divergence between two tempered stable processes, we obtain the corresponding Fisher information matrices and the $α$-connections on their statistical manifolds. Furthermore, we explore statistical applications of this geometric framework. Various tempered stable processes such as generalized tempered stable processes, classical tempered stable processes, and rapidly-decreasing tempered stable processes are presented as illustrative examples. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2502_12037 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Information geometry of tempered stable processes Choi, Jaehyung Differential Geometry Information Theory Probability We find the information geometry of tempered stable processes. Beginning with the derivation of $α$-divergence between two tempered stable processes, we obtain the corresponding Fisher information matrices and the $α$-connections on their statistical manifolds. Furthermore, we explore statistical applications of this geometric framework. Various tempered stable processes such as generalized tempered stable processes, classical tempered stable processes, and rapidly-decreasing tempered stable processes are presented as illustrative examples. |
| title | Information geometry of tempered stable processes |
| topic | Differential Geometry Information Theory Probability |
| url | https://arxiv.org/abs/2502.12037 |