Related papers: On the Fermi-Dirac-type Fisher information
In this work, we consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation…
How to design a Markov Decision Process (MDP) based radar controller that makes small sacrifices in performance to mask its sensing plan from an adversary? The radar controller purposefully minimizes the Fisher information of its emissions…
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…
A simple proof is given for the monotonicity of entropy and Fisher information associated to sums of i.i.d. random variables. The proof relies on a characterization of maximal correlation for partial sums due to Dembo, Kagan and Shepp.
In this paper, a uniform (over some parameter space) moment bound for the inverse of Fisher's information matrix is established. This result is then applied to develop moment bounds for the normalized least squares estimate in (nonlinear)…
Filtering theory gives an explicit models for the flow of information and thereby quantifies the rates of change of information supplied to and dissipated from the filter's memory. Here we extend the analysis of Mitter and Newton from…
We study the asymptotic behavior of solutions to a monostable integro-differential Fisher-KPP equation , that is where the standard Laplacian is replaced by a convolution term, when the dispersal kernel is fat-tailed. We focus on two…
A class of linear evolutionary equations with material laws involving fractional time-derivatives is considered. The main result is well-posedness and causality for this problem class. The approach is illustrated with two examples: a…
Accounting for viscous damping within Fokker-Planck equations led to various improvements in the understanding and analysis of nuclear fission of heavy nuclei. Analytical expressions for the fission time are typically provided by Kramers'…
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…
It was recently shown, starting from first principles, that thermodynamics' first law (TFL) can be microscopically obtained without need of invoking the adiabatic theorem (AT) [Physica A, {\bf 356}, 167 (2005)]. We show here that a TFL can…
A transient Poisson-Nernst-Planck system with steric effects is analyzed in a bounded domain with no-flux boundary conditions for the ion concentrations and mixed Dirichlet-Neumann boundary conditions for the electric potential. The steric…
The self-similar asymptotics for solutions to the drift-diffusion equation with fractional dissipation, coupled to the Poisson equation, is analyzed in the whole space. It is shown that in the subcritical and supercritical cases, the…
In the above mentioned paper by J. Dunkel and S. A. Trigger [Phys. Rev. {\bf A 71}, 052102, (2005)] a hypothesis has been pursued that the loss of information associated with the quantum evolution of pure states, quantified in terms of an…
By using the quantum maximum entropy principle we formally derive, from a underlying kinetic description, isothermal (hydrodynamic and diffusive) quantum fluid equations for particles with Fermi-Dirac and Bose-Einstein statistics. A…
The global-in-time existence of bounded weak solutions to the Maxwell-Stefan-Fourier equations in Fick-Onsager form is proved. The model consists of the mass balance equations for the partial mass densities and and the energy balance…
We consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation is reduced to…
Shannon entropy and Fisher information functionals are known to quantify certain information-theoretic properties of continuous probability distributions of various origins. We carry out a systematic study of these functionals, while…
We present a thermodynamic formulation for scale-invariant systems based on the minimization with constraints of Fisher's information measure. In such a way a clear analogy between these systems's thermal properties and those of gases and…
The dissipation of general convex entropies for continuous time Markov processes can be described in terms of backward martingales with respect to the tail filtration. The relative entropy is the expected value of a backward submartingale.…