Entropic Measure on Multidimensional Spaces
Abstract
Description
We construct the entropic measure $\mathbb{P}^β$ 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} $$\Conj:\mathcal{P}(M)\to\mathcal{P}(M).$$ 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 $μ$ and $\Conj(μ)$ are inverse to each other. We also present an heuristic interpretation of the entropic measure as $$d\mathbb{P}^β(μ)=\frac{1}{Z}\exp(-β\cdot {Ent} (μ|m))\cdot d\mathbb{P}^0(μ).$$
17 pages, 6 figures
17 pages, 6 figures