The Maximal Strichartz Family of Gaussian Distributions: Fisher Information, Index of Dispersion, and Stochastic Ordering

Alessandro Selvitella

International Journal of Differential Equations, 2016, vol. 2016, 1-17

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.

Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijde:2343975

DOI: 10.1155/2016/2343975

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