Scalings and fractals in information geometry: Ornstein–Uhlenbeck processes

Oxley, W. and Kim, E.-J. (2018) Scalings and fractals in information geometry: Ornstein–Uhlenbeck processes. Journal of Statistical Mechanics: Theory and Experiment , 2018. 113401. ISSN 1742-5468

Abstract

Metadata

Authors/Creators:
  • Oxley, W.
  • Kim, E.-J.
Copyright, Publisher and Additional Information: © 2018 IOP Publishing Ltd and SISSA Medialab srl. This is an author produced version of a paper subsequently published in Journal of Statistical Mechanics: Theory and Experiment. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Stochastic processes
Dates:
  • Accepted: 8 October 2018
  • Published (online): 15 November 2018
  • Published: November 2018
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Science (Sheffield) > School of Mathematics and Statistics (Sheffield)
Depositing User: Symplectic Sheffield
Date Deposited: 19 Nov 2018 13:00
Last Modified: 15 Nov 2019 01:56
Published Version: https://doi.org/10.1088/1742-5468/aae851
Status: Published
Publisher: IOP Publishing
Refereed: Yes
Identification Number: https://doi.org/10.1088/1742-5468/aae851

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