Limitation on entropy increase imposed by Fisher information
Blagovest A. Nikolov, B. Roy Frieden
Consider a system obeying conservation of flow, as in classical particle flow or in relativistic quantum mechanics. In such cases a probability density function p(r\ensuremath{\Vert}t) may be used to describe the system, where r is particle position and t is time. Let H(t) be the Shannon form of the Boltzmann entropy corresponding to p(r\ensuremath{\Vert}t). It is found that (dH/dt${)}_{\mathrm{max}}$=1/6I(t)d/dt〈${\mathit{r}}^{2}$(t)〉, where I(t) is the Fisher information about the centroid of the system, and 〈${\mathit{r}}^{2}$(t)〉 is the time-dependent mean-square particle position. A corollary is that, for classical particle flow obeying 〈r〉=0, positional uncertainty \ensuremath{\sigma}(t) must ever increase with time.
Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics•Jun 1, 1994•52 citations