Scalings and fractals in information geometry: Ornstein–Uhlenbeck processes

Article English OPEN
Oxley, W.; Kim, E.-J.;
(2018)
  • Publisher: IOP Publishing

We propose a new methodology to understand a stochastic process from the perspective of information geometry by investigating power-law scaling and fractals in the evolution of information. Specifically, we employ the Ornstein–Uhlenbeck process where an initial probabil... View more
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