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Fisher information as a measure of time

  • Session 7. Mathematical Models and Methods
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Abstract

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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Frieden, B.R. Fisher information as a measure of time. Astrophys Space Sci 244, 387–391 (1996). https://doi.org/10.1007/BF00642309

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  • DOI: https://doi.org/10.1007/BF00642309

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