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The Fisher information of a quantum observable is shown to be proportional to both (i) the difference of a quantum and a classical variance, thus providing a measure of nonclassicality; and (ii) the rate of entropy increase under Gaussian…

Quantum Physics · Physics 2009-10-31 Michael J. W. Hall

This paper studies the asymptotic behavior of the Fisher information for a Levy process discretely sampled at an increasing frequency. We show that it is possible to distinguish not only the continuous part of the process from its jumps…

Probability · Mathematics 2007-05-23 Yacine Ait-Sahalia , Jean Jacod

We deal with the maximization of classical Fisher information in a quantum system depending on an unknown parameter. This problem has been raised by physicists, who defined [Helstrom (1967) Phys. Lett. A 25 101-102] a quantum counterpart of…

Statistics Theory · Mathematics 2007-06-13 Alessandra Luati

An Edgeworth-type expansion is established for the relative Fisher information distance to the class of normal distributions of sums of i.i.d. random variables, satisfying moment conditions. The validity of the central limit theorem is…

Probability · Mathematics 2012-05-01 S. G. Bobkov , G. P. Chistyakov , F. Götze

In this chapter, a statistical measure of complexity and the Fisher-Shannon information product are introduced and their properties are discussed. These measures are based on the interplay between the Shannon information, or a function of…

Chaotic Dynamics · Physics 2012-01-13 Ricardo Lopez-Ruiz , Jaime Sanudo , Elvira Romera , Xavier Calbet

We introduce the Fisher information in the basis of decay modes of Markovian dynamics, arguing that it encodes important information about the behavior of nonequilibrium systems. In particular we generalize an orthonormality relation…

Statistical Mechanics · Physics 2014-09-16 Matteo Polettini

The classical statistics indication for the impossibility to derive quantum mechanics from classical mechanics is proved. The formalism of the statistical Fisher information is used. Next the Fisher information as a tool of the construction…

Data Analysis, Statistics and Probability · Physics 2008-12-18 Jacek Syska

Using waves to explore our environment is a widely used paradigm, ranging from seismology to radar technology, and from bio-medical imaging to precision measurements. In all of these fields, the central aim is to gather as much information…

Disordered Systems and Neural Networks · Physics 2024-09-12 Jakob Hüpfl , Felix Russo , Lukas M. Rachbauer , Dorian Bouchet , Junjie Lu , Ulrich Kuhl , Stefan Rotter

New families of Fisher information and entropy power inequalities for sums of independent random variables are presented. These inequalities relate the information in the sum of $n$ independent random variables to the information contained…

Information Theory · Computer Science 2024-05-07 Mokshay Madiman , Andrew Barron

Motivated by the information bound for the asymptotic variance of M-estimates for scale, we define Fisher information of scale of any distribution function F on the real line as a suitable supremum. In addition, we enforce equivariance by a…

Statistics Theory · Mathematics 2015-03-17 Peter Ruckdeschel , Helmut Rieder

The importance of the quantum Fisher information metric is testified by the number of applications that this has in very different fields, ranging from hypothesis testing to metrology, passing through thermodynamics. Still, from the rich…

Quantum Physics · Physics 2024-04-30 Matteo Scandi , Paolo Abiuso , Jacopo Surace , Dario De Santis

This paper deals with the problem of estimating the coupling constant $\theta$ of a mixing quantum Markov chain. For a repeated measurement on the chain's output we show that the outcomes' time average has an asymptotically normal…

Quantum Physics · Physics 2011-06-23 Madalin Guta

We propose the generalised Fisher information or the one-parameter extended class of the Fisher information for the case of one random variable. This new form of the Fisher information is obtained from the intriguing connection between the…

Statistics Theory · Mathematics 2022-08-25 Worachet Bukaew , Sikarin Yoo-Kong

We demonstrate that quantum Fisher information and superradiance can be formulated as coherence measures in accordance with the resource theory of coherence, thus establishing a direct link between metrological information, superradiance…

Quantum Physics · Physics 2018-05-09 Kok Chuan Tan , Seongjeon Choi , Hyukjoon Kwon , Hyunseok Jeong

The problem of determining the intrinsic quality of a signal processing system with respect to the inference of an unknown deterministic parameter $\theta$ is considered. While the Fisher information measure $F(\theta)$ forms a classical…

Information Theory · Computer Science 2018-05-30 Manuel Stein , Josef A. Nossek

Information theory is a powerful framework to capture aspects of dynamical systems with multiple degrees of freedom. Mathematically, the dynamics can be represented as a continuous curve $\mathcal{C}$ on a suitable hyperplane in flat space…

Information Theory · Computer Science 2026-04-28 Mattia Carrino , Stefan Hohenegger

The basic properties of the Fisher information allow to reveal the statistical meaning of classical inequalities between mean functions. The properties applied to scale mixtures of Gaussian distributions lead to a new mean function of…

Statistics Theory · Mathematics 2019-04-09 Abram M. Kagan , Paul J. Smith

We establish an expansion by Gamma-convergence of the Fisher information relative to the reference measure exp(-beta V), where V is a generic multiwell potential and beta goes to infinity. The expansion reveals a hierarchy of multiple…

Probability · Mathematics 2018-12-11 Giacomo Di Gesù , Mauro Mariani

In recent proposals for achieving optical super-resolution, variants of the Quantum Fisher Information (QFI) quantify the attainable precision. We find that claims about a strong enhancement of the resolution resulting from coherence…

Quantum Physics · Physics 2019-11-14 Zdeněk Hradil , Jaroslav Řeháček , Luis Sánchez-Soto , Berthold-Georg Englert

We give conditions for an O(1/n) rate of convergence of Fisher information and relative entropy in the Central Limit Theorem. We use the theory of projections in L2 spaces and Poincare inequalities, to provide a better understanding of the…

Statistics Theory · Mathematics 2007-06-13 Oliver Johnson , Andrew Barron