Stochastic Time Evolution, Information Geometry, and the Cramér-Rao Bound
We investigate the connection between the time evolution of averages of stochastic quantities and the Fisher information and its induced statistical length. As a consequence of the Cramér-Rao bound, we find that the rate of change of the average of any observable is bounded from above by its varianc...
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Main Authors: | , |
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Format: | article |
Language: | EN |
Published: |
American Physical Society
2020
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Subjects: | |
Online Access: | https://doaj.org/article/be8bd99c38d2461abb8242d2d12606af |
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