Entropic Measure on Multidimensional Spaces
Karl-Theodor Sturm

TL;DR
This paper introduces an entropic measure on compact manifolds of any dimension, constructed via a conjugation map applied to the Dirichlet process, extending a 1D measure concept to higher dimensions.
Contribution
It defines a new entropic measure on multidimensional spaces using a conjugation map, generalizing a 1D probability measure transformation to higher dimensions.
Findings
Constructed the entropic measure $bP^eta$ on compact manifolds.
Established the conjugation map as a continuous involution.
Provided an heuristic interpretation of the measure as a Gibbs measure.
Abstract
We construct the entropic measure on compact manifolds of any dimension. It is defined as the push forward of the Dirichlet process (another random probability measure, well-known to exist on spaces of any dimension) under the {\em conjugation map} This conjugation map is a continuous involution. It can be regarded as the canonical extension to higher dimensional spaces of a map between probability measures on 1-dimensional spaces characterized by the fact that the distribution functions of and are inverse to each other. We also present an heuristic interpretation of the entropic measure as
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Taxonomy
Topicsadvanced mathematical theories · Stochastic processes and financial applications
