We present an analytical computation of the asymptotic temporal behavior of the information geometric complexity (IGC) of finite-dimensional Gaussian statistical manifolds in the presence of microcorrelations (correlations between microvariables). We observe a power law decay of the IGC at a...

We develop mathematical tools suitable for the construction of conflict models with non-annihilating adversaries. In a set of probability measures we introduce a non-commutative conflict composition and consider the associated dynamical system. We prove that for each couple of non-identical...

We apply information geometric (IG) techniques to study s-wave, scattering-induced quantum entanglement. Application of IG methods enables use of statistical manifolds associated with correlated and non-correlated Gaussian probability distribution functions to model the quantum entanglement of...

We develop mathematical tools suitable for the construction of conflict models with non-annihilating adversaries. In a set of probability measures we introduce a non-commutative conflict composition and consider the associated dynamical system. We prove that for each couple of non-identical...

Motivated by problems from dynamic economic models, we consider the problem of defining a uniform measure on inverse limit spaces. Let f be a function from a compact metric space X into itself where f is continuous, onto and piecewise one-to-one. Let Y be the inverse limit of (X,f). Then...

Using a Galilean metric approach, based on an embedding of the Euclidean space into a (4+1)-Minkowski space, we analyze a gauge invariant Lagrangian associated with a Riemannian manifold R, with metric g. With a specific choice of the gauge condition, the Euler–Lagrange equations are written...

We present an information geometric characterization of Grover’s quantum search algorithm. First, we quantify the notion of quantum distinguishability between parametric density operators by means of the Wigner–Yanase quantum information metric. We then show that the quantum searching...

The prices of derivatives contracts can be used to estimate ‘risk-neutral’ probability density functions that give an indication of the weight investors place on different future prices of their underlying assets, were they risk-neutral. In the likely case that investors are risk-averse,...