Neighbourhoods of independence and associated geometry in manifolds of bivariate Gaussian and Freund distributions

Abstract

Abstract We provide explicit information geometric tubular neighbourhoods containing all bivariate distributions sufficiently close to the cases of independent Poisson or Gaussian processes. This is achieved via affine immersions of the 4-manifold of Freund bivariate distributions and of the 5-manifold of bivariate Gaussians. We provide also the α-geometry for both manifolds. The Central Limit Theorem makes our neighbourhoods of independence limiting cases for a wide range of bivariate distributions; the topological character of the results makes them stable under small perturbations, which is important for applications in models of stochastic processes.