Neighbourhoods of Independence and Associated Geometry

Date

2007-1

Type

Article

Journal title

Central European Journal of Mathematics

Issue

Vol. 1 No. 5

Author(s)

Khadiga Ali Arwini
C.T.J.Dodson

Pages

50 - 83

Abstract

We provide explicit information geometric tubular neighbourhoods containing all bivariate processes sufficiently close to the cases of independent Poisson or Gaussian processes. This is achieved via affine immersions of the 4-manifold of Freund bivariate distributions and of the 5-manifold of bivariate Gaussians. We provide also the alpha-geometry for both manifolds. The Central Limit Theorem makes our neighbourhoods of independence limiting cases for a wide range of bivariate processes; the topological character of the results makes them stable under small perturbations, which is important for applications.

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