Abstract
Gradient systems on the manifolds of Gaussian and multinomial distributions are shown to be completely integrable Hamiltonian systems. The corresponding flows converge exponentially to equilibrium. A Lax representation of the gradient systems is found.
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This research was partially supported by Grant-in-Aid for Scientific Research nos. 03804005 and 04804005 from the Japan Ministry of Education, Science, and Culture.
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Nakamura, Y. Completely integrable gradient systems on the manifolds of Gaussian and multinomial distributions. Japan J. Indust. Appl. Math. 10, 179 (1993). https://doi.org/10.1007/BF03167571
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DOI: https://doi.org/10.1007/BF03167571