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PreprintarXiv licencearXiv

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  -