Information Length Analysis of Linear Autonomous Stochastic Processes

Information Length Analysis of Linear Autonomous Stochastic Processes

When studying the behaviour of complex dynamical systems, a statistical formulation can provide useful insights. In particular, information geometry is a promising tool for this purpose. In this paper, we investigate the information length for <i>n</i>-dimensional linear autonomous stoch...

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Bibliographic Details
Main Authors:	Adrian-Josue Guel-Cortez, Eun-jin Kim
Format:	Article
Language:	English
Published:	MDPI AG 2020-11-01
Series:	Entropy
Subjects:	non-equilibrium stochastic processes time-dependent PDF information length information geometry entropy
Online Access:	https://www.mdpi.com/1099-4300/22/11/1265

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