Fisher information as a measure of time

被引:7
|
作者
Frieden, BR
机构
[1] Optical Sciences Center, University of Arizona, Tucson
关键词
D O I
10.1007/BF00642309
中图分类号
P1 [天文学];
学科分类号
0704 ;
摘要
Fisher information I 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 (Schrodinger wave equation, Dirac equation, etc.). The premise is that dI/dt less than or equal to 0, with t 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.
引用
收藏
页码:387 / 391
页数:5
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