Open Access
2016 The Maximal Strichartz Family of Gaussian Distributions: Fisher Information, Index of Dispersion, and Stochastic Ordering
Alessandro Selvitella
Int. J. Differ. Equ. 2016: 1-17 (2016). DOI: 10.1155/2016/2343975

Abstract

We define and study several properties of what we call Maximal Strichartz Family of Gaussian Distributions. This is a subfamily of the family of Gaussian Distributions that arises naturally in the context of the Linear Schrödinger Equation and Harmonic Analysis, as the set of maximizers of certain norms introduced by Strichartz. From a statistical perspective, this family carries with itself some extrastructure with respect to the general family of Gaussian Distributions. In this paper, we analyse this extrastructure in several ways. We first compute the Fisher Information Matrix of the family, then introduce some measures of statistical dispersion, and, finally, introduce a Partial Stochastic Order on the family. Moreover, we indicate how these tools can be used to distinguish between distributions which belong to the family and distributions which do not. We show also that all our results are in accordance with the dispersive PDE nature of the family.

Citation

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Alessandro Selvitella. "The Maximal Strichartz Family of Gaussian Distributions: Fisher Information, Index of Dispersion, and Stochastic Ordering." Int. J. Differ. Equ. 2016 1 - 17, 2016. https://doi.org/10.1155/2016/2343975

Information

Received: 26 April 2016; Accepted: 7 August 2016; Published: 2016
First available in Project Euclid: 21 December 2016

zbMATH: 06653335
MathSciNet: MR3555776
Digital Object Identifier: 10.1155/2016/2343975

Rights: Copyright © 2016 Hindawi

Vol.2016 • 2016
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