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Fisher information analysis of a Langevin System with Thermal and Athermal Noise
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.
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BibTeX
@misc{nascimento2026fisher,
title = {{Fisher information analysis of a Langevin System with Thermal and Athermal Noise}},
author = {Eduardo S. Nascimento and Welles A. M. Morgado},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2610.20963},
eprint = {2610.20963},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2610.20963},
}
RIS
TY - UNPB
TI - Fisher information analysis of a Langevin System with Thermal and Athermal Noise
AU - Eduardo S. Nascimento
AU - Welles A. M. Morgado
PY - 2026
DA - 2026/10/14
PB - arXiv
DO - 10.48550/arxiv.2610.20963
UR - https://arxiv.org/abs/2610.20963
AB - 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.
ER -