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Fisher Information is a key notion in the whole field of quantum metrology. It allows for a direct quantification of maximal achievable precision of estimation of parameters encoded in quantum states using the most general quantum…

Quantum Physics · Physics 2023-04-25 Stanislaw Kurdzialek , Rafal Demkowicz-Dobrzanski

Quantum Fisher information matrices (QFIMs) are fundamental to estimation theory: they encode the ultimate limit for the sensitivity with which a set of parameters can be estimated using a given probe. Since the limit invokes the inverse of…

Quantum Physics · Physics 2022-09-16 Aaron Z. Goldberg , José L. Romero , Ángel S. Sanz , Luis L. Sánchez-Soto

Quantum Fisher information characterizes the phase sensitivity of qubits in the spin-boson model with a finite bandwidth spectrum. In contrast with Markovian reservoirs, the quantum Fisher information will flow from the environments to…

Quantum Physics · Physics 2015-06-18 Xiang Hao , Ninghua Tong , Shiqun Zhu

Quantum theory provides a comprehensive framework for quantifying uncertainty, often applied in quantum finance to explore the stochastic nature of asset returns. This perspective likens returns to microscopic particle motion, governed by…

Mathematical Finance · Quantitative Finance 2024-01-12 Li Lin

High frequency data in finance have led to a deeper understanding on probability distributions of market prices. Several facts seem to be well stablished by empirical evidence. Specifically, probability distributions have the following…

Statistical Mechanics · Physics 2009-10-31 Jaume Masoliver , Miquel Montero , Josep M. Porra

The Fisher information matrix is a quantity of fundamental importance for information geometry and asymptotic statistics. In practice, it is widely used to quickly estimate the expected information available in a data set and guide…

Methodology · Statistics 2023-06-06 William R. Coulton , Benjamin D. Wandelt

We derive a new variational principle for the quantum Fisher information leading to a simple iterative alternating algorithm, the convergence of which is proved. The case of a fixed measurement, i.e. the classical Fisher information, is…

Quantum Physics · Physics 2013-12-06 Katarzyna Macieszczak

In complex systems such as turbulent flows and financial markets, the dynamics in long and short time-lags, signaled by Gaussian and fat-tailed statistics, respectively, calls for a unified description. To address this issue we analyze a…

Statistical Finance · Quantitative Finance 2008-12-02 A. A. G. Cortines , R. Riera , C. Anteneodo

The quantum Fisher information (QFI) represents a fundamental concept in quantum physics. On the one hand, it quantifies the metrological potential of quantum states in quantum-parameter-estimation measurements. On the other hand, it is…

We describe inflation in terms of a time dependent quantum density matrix with time playing the role of a stochastic variable. Using a quasi-de Sitter model we compute the corresponding quantum Fisher information function as the second…

High Energy Physics - Theory · Physics 2020-09-16 Cesar Gomez , Raul Jimenez

We assume the market price to diffuse in a hierarchical comb of barriers, the heights of which represent the importance of new information entering the market. We find fat tails with the desired exponent for the price change distribution,…

Statistical Mechanics · Physics 2009-11-07 Christian Schulze

In quantum metrology, the parameter estimation accuracy is bounded by quantum Fisher information. In this paper, we present coherence measures in terms of (quantum) Fisher information by directly considering the post-selective non-unitary…

Quantum Physics · Physics 2023-07-06 Deng-hui Yu , Chang-shui Yu

We define two ways of quantifying the quantum correlations based on quantum Fisher information (QFI) in order to study the quantum correlations as a resource in quantum metrology. By investigating the hierarchy of measurement-induced Fisher…

Quantum Physics · Physics 2018-03-20 Sunho Kim , Longsuo Li , Asutosh Kumar , Junde Wu

In this work we use the extremization method of various information-theoretic measures (Fisher information, Shannon entropy, Tsallis entropy) for $d$-dimensional quantum systems, which complementary describe the spreading of the quantum…

Quantum Physics · Physics 2016-10-07 I. V. Toranzo , S. López-Rosa , R. O. Esquivel , J. S. Dehesa

We prove an extended convexity for quantum Fisher information of a mixed state with a given convex decomposition. This convexity introduces a bound which has two parts: i. classical part associated to the Fisher information of the…

Quantum Physics · Physics 2015-04-09 S. Alipour , A. T. Rezakhani

Quantum Fisher information is a key concept in the field of quantum metrology, which aims to enhance the parameter accuracy by using quantum resources. In this paper, utilizing a representation of quantum Fisher information for a general…

Quantum Physics · Physics 2015-07-14 Xiao-Xing Jing , Jing Liu , Heng-Na Xiong , Xiaoguang Wang

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 Fisher information matrix summarizes the amount of information in a set of data relative to the quantities of interest. There are many applications of the information matrix in statistical modeling, system identification and parameter…

Computation · Statistics 2014-05-08 Xumeng Cao

The importance of Fisher information is increasing in nonequilibrium thermodynamics, as it has played a fundamental role in trade-off relations such as thermodynamic uncertainty relations and speed limits. In this work, we investigate…

Quantum Physics · Physics 2026-03-05 Tomohiro Nishiyama , Yoshihiko Hasegawa

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