Jaehyung Choi

collaborators

3 papers

math.ST2026

Information geometry of LÃ©vy processes and financial models

Jaehyung Choi

We develop the information geometry of LÃ©vy processes. Deriving $I^\pm$ -divergences directly in terms of the LÃ©vy triplets of the LÃ©vy processes, we identify Fisher information mat…

math.DG2025

Information geometry of tempered stable processes

Jaehyung Choi

We derive the information geometry of tempered stable processes. We first compute the $α$ -divergence between two tempered stable processes. From the divergence, we obtain the Fishe…

cs.IT2025

Hyperbolic decomposition of Dirichlet distance for ARMA models

Jaehyung Choi

We investigate the hyperbolic decomposition of the Dirichlet norm and distance between autoregressive moving average (ARMA) models. With the KÃ¤hler information geometry of linear…