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Note on the Metric and Affine Connections on the Space of Finite Measures

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  • Huaiyu Zhu

Abstract

Explicit formulas for the metric and affine connections on the space of finite measures and probability measures are derived in different coordinate systems. They are transformed and compared with previous formulas of Cencov, Amari, and others. These formulas are given for finite sample spaces but in a form that is easily generalizable to infinite sample spaces. An error in Cencov's book is corrected.

Suggested Citation

  • Huaiyu Zhu, 1998. "Note on the Metric and Affine Connections on the Space of Finite Measures," Working Papers 98-10-093, Santa Fe Institute.
    • Handle: RePEc:wop:safiwp:98-10-093
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