Related papers: Fisher information and convergence to stable laws
We show that the mathematical form of the information measure of Fisher's I for a Gibbs' canonical probability distribution (the most important one in statistical mechanics) incorporates important features of the intrinsic structure of…
We propose a modified $\chi^{\beta}$-divergence, give some of its properties, and show that this leads to the definition of a generalized Fisher information. We give generalized Cram\'er-Rao inequalities, involving this Fisher information,…
We consider the Fisher information for spatially homogeneous multi-species Landau system. We show that the mass-weighted Fisher information is monotone decreasing in time along the solutions of the Landau system with a general class of…
Skew-symmetric densities recently received much attention in the literature, giving rise to increasingly general families of univariate and multivariate skewed densities. Most of those families, however, suffer from the inferential drawback…
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…
Fisher information measures a disorder system, which is specified by a corresponding probability, the likelihood. In this article, we provide a bridge to connect classical and quantum mechanics by using Fisher information. Following the…
In this contribution, quantum Fisher information is utilized to estimate the parameters of a central qubit interacting with a single-spin qubit. The effect of the longitudinal, transverse and the rotating strengths of the magnetic field on…
The Fisher information matrix (FIM) plays an important role in the analysis of parameter inference and system design problems. In a number of cases, however, the statistical data distribution and its associated information matrix are either…
The subjects of the paper are the likelihood method (LM) and the expected Fisher information (FI) considered from the point od view of the construction of the physical models which originate in the statistical description of phenomena. The…
Consider the centered Gaussian vector $X$ in $\R^n$ with covariance matrix $ \Sigma.$ Randomize $\Sigma$ such that $ \Sigma^{-1}$ has a Wishart distribution with shape parameter $p>(n-1)/2$ and mean $p\sigma.$ We compute the density…
We formulate conditions for convergence of Laws of Large Numbers and show its links with of the parts of mathematical analysis such as summation theory, convergence of orthogonal series. We present also applications of the Law of Large…
We present a direct analytic method towards an estimate for the rate of convergence (to the Euclidean Ball) of Steiner symmetrizations. To this end we present a modified version of a known stability property of the Steiner symmetrization.
We study generically stable types/measures in both classical and continuous logics, and their connection with randomization and modes of convergence of types/measures.
We give some explicit calculations for stable distributions and convergence to them, mainly based on less explicit results in Feller (1971). The main purpose is to provide ourselves with easy reference to explicit formulas and examples.…
In this paper, we give estimates for the speed of convergence towards a limiting stable law in the recently introduced setting of mod-$\phi$ convergence. Namely, we define a notion of zone of control, closely related to mod-$\phi$…
We prove that two well-known measures of information are interrelated in interesting and useful ways when applied to nonequilibrium circumstances. A nontrivial form of the lower bound for the Fisher information measure is derived in…
We use a Poisson point process approach to prove distributional convergence to a stable law for non square-integrable observables $\phi: [0,1]\to R$, mostly of the form $\phi (x) = d(x,x_0)^{-\frac{1}{\alpha}}$,$0<\alpha\le 2$, on…
Consider two forms of sampling from a population: (i) drawing $s$ samples of $n$ elements with replacement and (ii) drawing a single sample of $ns$ elements. In this paper, under the setting where the descending order population frequency…
We prove lower bounds on the error of any estimator for the mean of a real probability distribution under the knowledge that the distribution belongs to a given set. We apply these lower bounds both to parametric and nonparametric…
Fisher information (I) is investigated for confined hydrogen atom (CHA)-like systems in conjugate $r$ and $p$ spaces. A comparative study between CHA and free H atom (with respect to $I$) is pursued. In many aspects, inferences in CHA are…