Fisher information as a measure of time

Details Fisher information as a measure of time Fisher information as a measure of time

Mar 1996

adsabs.harvard.edu/cgi-bin/nph-data_query?bibcode=1996ap%26ss.244..387f&link_type=abstract

Astrophysics and Space Science, Volume 244, Issue 1-2, pp. 387-391

Astronomy and Astrophysics

Astrophysics

Scientific paper

Fisher informationI is a classical concept that originates in estimation theory. Through the Cramer-Rao inequality, it defines the smallest possible error in the estimation of a parameter in the presence of noise obeying a given probability law. More recently, Fisher information has been incorporated within a variational principle for forming the laws of physics (Schrödinger wave equation, Dirac equation, etc.). The premise is thatdI/dt≤0, witht the time, so that, at equilibrium,I=min. The premise has recently been proven for any process obeying a Fokker-Planck differential equation. Hence, Fisher information provides a new measure of the passage of time. All errors of estimation increase, on average, with time.

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