Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE
Wave-like equations obeyed by information measures
B. Roy Frieden
Abstract
Familiar information measures such as due to Shannon, Kullback, etc., may be related to one basic information measure called the characteristic information I. The latter is the trace of the Fisher information matrix. The relation is a Poisson equation with I as the driving force. Thus, for small-uncertainty cases, given I all these other information measures can be generated as solutions to a Poisson equation. If one of the parameters of the system is time- like, the Poisson equation becomes a wave equation, and the information may be said to `flow.'