Behaviors of $\varphi$-exponential distributions in Wasserstein geometry and an evolution equation

Abstract

A $\varphi$-exponential distribution is a generalization of an exponential distribution associated to functions $\varphi$ in an appropriate class, and the space of $\varphi$-exponential distributions has a dually flat structure. We study features of the space of $\varphi$-exponential distributions, such as the convexity in Wasserstein geometry and the stability under an evolution equation. From this study, we provide the new characterizations to the space of Gaussian measures and the space of $q$-Gaussian measures.

13 pages