In this paper we consider a Hamiltonian H on P 2 (R 2d ), the set of probability measures with finite quadratic moments on the phase space R 2d = R d Γ R d , which is a metric space when endowed with the Wasserstein distance W 2 . We study the initial value problem dΒ΅ t /dt +ββ’(J d v t Β΅ t ) = 0, wh
A note on the Poisson structures of the space of probability measures
β Scribed by Yuichi Shishido
- Publisher
- John Wiley and Sons
- Year
- 2007
- Tongue
- English
- Weight
- 107 KB
- Volume
- 280
- Category
- Article
- ISSN
- 0025-584X
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β¦ Synopsis
Abstract
The space of probability measures on a Riemannian manifold is endowed with the Fisher information metric. In [4] T. Friedrich showed that this space admits also Poisson structures {, }. In this note, we give directly another proof for the structure {, } being Poisson. (Β© 2007 WILEYβVCH Verlag GmbH & Co. KGaA, Weinheim)
π SIMILAR VOLUMES
In This New Edition, Patrick Billingsley Updates His Classic Work Convergence Of Probability Measures To Reflect Developments Of The Past Thirty Years. Dr. Billingsley Presents A Clear, Precise, Up-to-date Account Of Probability Limit Theory In Metric Spaces. He Incorporates Many Examples And Applic