Differential geometry of nonequilibrium processes
- 1 May 1992
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review A
- Vol. 45 (10) , 6997-7001
- https://doi.org/10.1103/physreva.45.6997
Abstract
A metric-affine geometry about the Uhlenbeck-Ornstein (UO) process and about a random walk (RW) is investigated. It is found that the time development of the UO process is a geodesic motion in the metric-affine space spanned with two parameters, the mean and standard deviation, and that the time development of the RW is an expansion of a spherical space spanned with jump probabilities.Keywords
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