On Information Processes in Statistical Experiments with Distributed Observations

On Information Processes in Statistical Experiments with Distributed Observations

Using stochastic integration theory in topological vector spaces general formulas for the Hellinger processes are derived. Feynman-Kac type formulas are obtained for the related Hellinger integrals in terms of the Hellinger processes and the geometric mean measures. The expected logarithmic utility...

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Veröffentlicht in:Acta applicandae mathematicae 2003-08, Vol.78 (1-3), p.155
1. Verfasser: Grigelionis, B
Format: Artikel
Sprache:eng
Schlagworte:
Algebra
Expected utility
Experiments
Information processing
Integrals
Mathematics
Studies
Theory
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Beschreibung
Zusammenfassung:Using stochastic integration theory in topological vector spaces general formulas for the Hellinger processes are derived. Feynman-Kac type formulas are obtained for the related Hellinger integrals in terms of the Hellinger processes and the geometric mean measures. The expected logarithmic utility from data, characterized as the Shannon information, is also considered. [PUBLICATION ABSTRACT]
ISSN:0167-8019
1572-9036
DOI:10.1023/A:1025712811383