On a (, q)-generalized Fisher information and inequalities involving q-Gaussian distributions

DOI10.1063/1.4726197zbMATH Open1278.82025arXiv1203.1435OpenAlexW3101287047MaRDI QIDQ2865448FDOQ2865448

Authors: J-F Bercher 

Publication date: 29 November 2013

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Abstract: In the present paper, we would like to draw attention to a possible generalized Fisher information that fits well in the formalism of nonextensive thermostatistics. This generalized Fisher information is defined for densities on $mathbb{R}^n.$ Just as the maximum R'enyi or Tsallis entropy subject to an elliptic moment constraint is a generalized q-Gaussian, we show that the minimization of the generalized Fisher information also leads a generalized q-Gaussian. This yields a generalized Cram'er-Rao inequality. In addition, we show that the generalized Fisher information naturally pops up in a simple inequality that links the generalized entropies, the generalized Fisher information and an elliptic moment. Finally, we give an extended Stam inequality. In this series of results, the extremal functions are the generalized q-Gaussians. Thus, these results complement the classical characterization of the generalized q-Gaussian and introduce a generalized Fisher information as a new information measure in nonextensive thermostatistics.

Full work available at URL: https://arxiv.org/abs/1203.1435

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zbMATH Keywords

Fisher informationTsallis entropyStam inequality\(q\)-Gaussian distributionsRényi entropyCramér-Rao inequality

Mathematics Subject Classification ID

Measures of information, entropy (94A17) Statistical thermodynamics (82B30)

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Cited In (17)

• Cramér-Rao lower bounds arising from generalized Csiszár divergences
• Group invariance of information geometry on \(q\)-Gaussian distributions induced by beta-divergence
• On statistical properties of Jizba-Arimitsu hybrid entropy
• Some properties of generalized Fisher information in the context of nonextensive thermostatistics
• General Fisher information matrices of a random vector
• Use of the geometric mean as a statistic for the scale of the coupled Gaussian distributions
• Some results on a \(\chi \)-divergence, an extended Fisher information and generalized Cramér-Rao inequalities
• On generalized Cramér-Rao inequalities, generalized Fisher information and characterizations of generalized \(q\)-Gaussian distributions
• Score functions, generalized relative Fisher information and applications
• The maximal Strichartz family of Gaussian distributions: Fisher information, index of dispersion, and stochastic ordering
• On multidimensional generalized Cramér-Rao inequalities, uncertainty relations and characterizations of generalized \(q\)-Gaussian distributions
• Rescaling the nonadditivity parameter in Tsallis thermostatistics
• Logarithmic Sobolev and Shannon's inequalities and an application to the uncertainty principle
• CramÉr–Rao and Moment-Entropy Inequalities for Renyi Entropy and Generalized Fisher Information
• Title not available (Why is that?)
• Gauge freedom of entropies on \(q\)-Gaussian measures
• On the maximum entropy principle and the minimization of the Fisher information in Tsallis statistics

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