On multidimensional generalized Cramér-Rao inequalities, uncertainty relations and characterizations of generalized $q$-Gaussian distributions
Abstract
In the present work, we show how the generalized Cramér-Rao inequality for the estimation of a parameter, presented in a recent paper, can be extended to the mutidimensional case with general norms on $\mathbb{R}^{n}$, and to a wider context. As a particular case, we obtain a new multidimensional Cramér-Rao inequality which is saturated by generalized $q$-Gaussian distributions. We also give another related Cramér-Rao inequality, for a general norm, which is saturated as well by these distributions. Finally, we derive uncertainty relations from these Cramér-Rao inequalities. These uncertainty relations involve moments computed with respect to escort distributions, and we show that some of these relations are saturated by generalized $q$-Gaussian distributions. These results introduce extended versions of Fisher information, new Cramér-Rao inequalities, and new characterizations of generalized $q$-Gaussian distributions which are important in several areas of physics and mathematics.
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