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Stationary and Dynamical Properties of Information Entropies

By Hideo Hasegawa

Abstract

Stationary and dynamical properties of the Fisher information in the Langevin model subjected to additive and multiplicative noise have been discussed with the use of analytic dynamical solutions of the relevant Fokker-Planck equation. We have calculated the time dependence of various components of the Fisher information matrix in response to an applied pulse and sinusoidal inputs. The present calculation is supplementary to our previous study [H. Hasegawa, Phys. Rev. E 77, 031133 (2008); arXiv:0711.3923]

Year: 2013
OAI identifier: oai:CiteSeerX.psu:10.1.1.311.1652
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