Probability Theory
Inequalities for characteristic functions involving Fisher information
[Certaines inégalités pour les fonctions caractéristiques faisant intervenir l'information de Fisher]
Comptes Rendus. Mathématique, Tome 344 (2007) no. 5, pp. 327-330.

Nous établissons plusieurs inégalités concernant les fonctions caractéristiques (les transformées de Fourier des densités de probabilité) à l'aide de l'information de Fisher. En application, nous montrons la signification des ces inégalités dans l'estimation de la probabilité de survie d'un état quantique (fonction d'onde de Schrödinger).

We establish several inequalities for characteristic functions (Fourier transform of probability densities) in terms of the Fisher information. As applications, we illustrate their significance in estimating the survival probability of a quantum state (Schrödinger wave function).

Reçu le :
Accepté le :
Publié le :
DOI : 10.1016/j.crma.2007.01.008
Zhang, Zhengmin 1

1 School of Mathematics and Statistics, Carleton University, Ottawa, ON K1S 5B6, Canada
@article{CRMATH_2007__344_5_327_0,
     author = {Zhang, Zhengmin},
     title = {Inequalities for characteristic functions involving {Fisher} information},
     journal = {Comptes Rendus. Math\'ematique},
     pages = {327--330},
     publisher = {Elsevier},
     volume = {344},
     number = {5},
     year = {2007},
     doi = {10.1016/j.crma.2007.01.008},
     language = {en},
     url = {http://www.numdam.org/articles/10.1016/j.crma.2007.01.008/}
}
TY  - JOUR
AU  - Zhang, Zhengmin
TI  - Inequalities for characteristic functions involving Fisher information
JO  - Comptes Rendus. Mathématique
PY  - 2007
SP  - 327
EP  - 330
VL  - 344
IS  - 5
PB  - Elsevier
UR  - http://www.numdam.org/articles/10.1016/j.crma.2007.01.008/
DO  - 10.1016/j.crma.2007.01.008
LA  - en
ID  - CRMATH_2007__344_5_327_0
ER  - 
%0 Journal Article
%A Zhang, Zhengmin
%T Inequalities for characteristic functions involving Fisher information
%J Comptes Rendus. Mathématique
%D 2007
%P 327-330
%V 344
%N 5
%I Elsevier
%U http://www.numdam.org/articles/10.1016/j.crma.2007.01.008/
%R 10.1016/j.crma.2007.01.008
%G en
%F CRMATH_2007__344_5_327_0
Zhang, Zhengmin. Inequalities for characteristic functions involving Fisher information. Comptes Rendus. Mathématique, Tome 344 (2007) no. 5, pp. 327-330. doi : 10.1016/j.crma.2007.01.008. http://www.numdam.org/articles/10.1016/j.crma.2007.01.008/

[1] Cramér, H. Mathematical Methods of Statistics, Princeton University Press, New Jersey, 1946

[2] Feller, W. An Introduction to Probability and its Applications, vol. 2, John Wiley & Sons, New York, 1971

[3] Gislason, E.A.; Sabelli, N.H.; Wood, J.W. New forms of the time-energy uncertainty relation, Phys. Rev. A, Volume 31 (1985), pp. 2078-2081

[4] Hodges, J.L. Jr.; Lehmann, E.L. The efficiency of some nonparametric competitors of the t-test, Ann. Math. Statist., Volume 27 (1956), pp. 324-335

[5] Lions, P.L.; Toscani, G. A strengthened central limit theorem for smooth densities, J. Funct. Anal., Volume 129 (1995), pp. 148-167

[6] Lukacs, E. Characteristic Functions, Griffin, London, 1970

[7] Luo, S.; Wang, Z.; Zhang, Q. An inequality for characteristic functions and its applications to uncertainty relations and the quantum Zeno effect, J. Phys. A, Volume 35 (2002), pp. 5935-5941

[8] Luo, S.; Zhang, Z. Estimating the first zero of a characteristic function, C. R. Acad. Sci. Paris, Ser. I, Volume 338 (2004), pp. 203-206

[9] Luo, S.; Zhang, Z. On decaying rate of quantum states, Lett. Math. Phys., Volume 71 (2005), pp. 1-11

[10] Luo, S.; Zhang, Z. An extremal problem for Fourier transforms of probabilities, C. R. Acad. Sci. Paris, Ser. I, Volume 341 (2005), pp. 293-296

[11] Onicescu, M.O. Énergie informationnelle, C. R. Acad. Sci. Paris, Ser. I, Volume 263 (1966), pp. 841-842

Cité par Sources :