Note on the Metric and Affine Connections on the Space of Finite Measures

Explicit formulas for the metric and affine connections on the space of finite measures and probability measures are derived in different coordinate systems. They are transformed and compared with previous formulas of Cencov, Amari, and others. These formulas are given for finite sample spaces but in a form that is easily generalizable to infinite sample spaces. An error in Cencov's book is corrected.

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Year of publication:	1998-10
Authors:	Zhu, Huaiyu
Institutions:	Santa Fe Institute

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Series:	Working Papers.
Type of publication:	Book / Working Paper
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005790699