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WU Li-ping, SUN Hua-fei, CAO Li-mei. Information Geometry for Random Walk[J]. JOURNAL OF BEIJING INSTITUTE OF TECHNOLOGY, 2009, 18(3): 356-360.
Citation: WU Li-ping, SUN Hua-fei, CAO Li-mei. Information Geometry for Random Walk[J].JOURNAL OF BEIJING INSTITUTE OF TECHNOLOGY, 2009, 18(3): 356-360.
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Information Geometry for Random Walk

  • School of Science, Beijing Institute of Technology, Beijing 100081, China

  • Received Date:2008-10-10
    Abstract
  • The random walk (RW) is investigated from the viewpoint of information geometry and shown to be an exponential family distribution. It has a dual coordinate system and a dual geometric structure. Then submanifolds of RW manifold is studied, and the e-flat hierarchical structure and the orthogonal foliations of RW manifold are obtained. Finally, using the Kullback-Leibler divergence, the projections are given from the RW manifold to its submanifolds.
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