Work

Fisher information analysis of a Langevin System with Thermal and Athermal Noise

Year: 2026

Type: preprint

Abstract: Fisher Information (FI) has proven to be a useful tool for estimating the parameters of a system when only statistical data are available. We apply this method to a system of Langevin equations analogous to the Brownian Gyrator, in which the coupling parameter $b$ and the athermal noise strength $D$ are treated as unknown quantities. Using the FI, we discuss the estimation of the coupling parameter between the degrees of freedom and the quantity $D$ associated with the external noise effects. We find that the diagonal components of the FI exhibit nontrivial behavior, whereas the off-diagonal components display a monotonic dependence on the parameters of interest. This distinction may contribute to an accurate estimation of $b$ and $D$.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.2610.20963

Authors: Nascimento, Eduardo S., Morgado, Welles A. M.

Institutions: Instituto Federal de Educação, Ciência e Tecnologia do Ceará, Pontifícia Universidade Católica do Rio de Janeiro

Language: English

Topic: stochastic dynamics and bifurcation

Subfield: Statistical and Nonlinear Physics

Field: Physics and Astronomy

Domain: Physical Sciences

Open Access status: green

Funder: Conselho Nacional de Desenvolvimento Científico e Tecnológico

Award: G4500059619

OpenAlex ID: W7222638038

Cites: 3

Cited by:

Related to: 10