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An informational divergence geometry for stochastic matrices

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Summary

The informational divergence between stochastic matrices is not a metric. In this paper we show that, however, consistent definitions can be given of ‘spheres’, ‘segments’ and ‘straight lines’ using the divergence as a sort of ‘distance’ between stochastic matrices. The geometric nature of many ‘reliability functions’ of Information Theory and Mathematical Statistics is thus clarified.

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Authors and Affiliations

  1. Istituto di Elettrotecnica ed Elettronica dell'Università di Trieste, Trieste, Italy

    A. Sgarro

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  1. A. Sgarro
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This work has been done within the GNIM-CNR research activity.

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Sgarro, A. An informational divergence geometry for stochastic matrices. Calcolo 15, 41–49 (1978). https://doi.org/10.1007/BF02576044

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  • DOI: https://doi.org/10.1007/BF02576044

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