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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Bibliographic Details
Main Authors: Sosuke Ito, Andreas Dechant
Format: article
Language:EN
Published: American Physical Society 2020
Subjects:
Online Access:https://doaj.org/article/be8bd99c38d2461abb8242d2d12606af
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