Kim Eun-Jin
School of Mathematics and Statistics, University of Sheffield, Sheffield S3 7RH, UK.
Entropy (Basel). 2018 Aug 3;20(8):574. doi: 10.3390/e20080574.
Stochastic processes are ubiquitous in nature and laboratories, and play a major role across traditional disciplinary boundaries. These stochastic processes are described by different variables and are thus very system-specific. In order to elucidate underlying principles governing different phenomena, it is extremely valuable to utilise a mathematical tool that is not specific to a particular system. We provide such a tool based on information geometry by quantifying the similarity and disparity between Probability Density Functions (PDFs) by a metric such that the distance between two PDFs increases with the disparity between them. Specifically, we invoke the information length L(t) to quantify information change associated with a time-dependent PDF that depends on time. L(t) is uniquely defined as a function of time for a given initial condition. We demonstrate the utility of L(t) in understanding information change and attractor structure in classical and quantum systems.
随机过程在自然界和实验室中无处不在,并在跨越传统学科界限方面发挥着重要作用。这些随机过程由不同的变量描述,因此具有很强的系统特异性。为了阐明支配不同现象的潜在原理,使用一种不特定于特定系统的数学工具是非常有价值的。我们基于信息几何提供了这样一种工具,通过一种度量来量化概率密度函数(PDF)之间的相似性和差异,使得两个PDF之间的距离随着它们之间的差异而增加。具体而言,我们引入信息长度L(t)来量化与依赖于时间的PDF相关的信息变化。对于给定的初始条件,L(t)被唯一地定义为时间的函数。我们展示了L(t)在理解经典和量子系统中的信息变化和吸引子结构方面的效用。