A geometry on the space of probabilities I. The finite dimensional case
Henryk GzylUniversidad Carlos III, Madrid-Getafe, Spain
Lázaro RechtUniversidad Simón Bolívar, Caracas, Venezuela
In this note we provide a natural way of defining exponential coordinates on the class of probabilities on the set or on . For that we have to regard as a projective space and the exponential coordinates will be related to geodesic flows in .
Cite this article
Henryk Gzyl, Lázaro Recht, A geometry on the space of probabilities I. The finite dimensional case. Rev. Mat. Iberoam. 22 (2006), no. 2, pp. 545–558DOI 10.4171/RMI/465