The effect of microscopic correlations on the information geometric complexity of Gaussian statistical models

S.A. Ali, C. Cafaro, D.-H. Kim and S. Mancini

Physica A: Statistical Mechanics and its Applications, 2010, vol. 389, issue 16, 3117-3127

Abstract: 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 rate determined by the correlation coefficient. It is found that microcorrelations lead to the emergence of an asymptotic information geometric compression of the statistical macrostates explored by the system at a faster rate than that observed in the absence of microcorrelations. This finding uncovers an important connection between (micro)correlations and (macro)complexity in Gaussian statistical dynamical systems.

Keywords: Probability theory; Riemannian geometry; Chaos; Complexity; Entropy (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:389:y:2010:i:16:p:3117-3127

DOI: 10.1016/j.physa.2010.03.028

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