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arXiv · 2610.20963

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

Eduardo S. Nascimento·Welles A. M. Morgado
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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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Eduardo S. Nascimento, Welles A. M. Morgado. 2026-10-14. Fisher information analysis of a Langevin System with Thermal and Athermal Noise. https://arxiv.org/abs/2610.20963

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