Stationary and dynamical properties of information entropies in nonextensive systems II

We have discussed stationary and dynamical properties of the information entropies in the Langevin model subjected to additive and multiplicative noise. Analytical expressions for the time-dependent Tsallis entropy and Fisher information have been obtained with the use of the dynamical moment approach to the FokkerPlanck equation, which was developed in a previous study [H. Hasegawa, Phys. Rev. E 77, 031133 (2008)]. Model calculations have been made of various components of the dynamical Fisher information matrix in response to an applied pulse and sinusoidal inputs. Results of present calculation are compared to and discussed with those in previous studies. PACS No. 05.70.-a, 05.10.Gg, 05.45.-a E-mail address: [email protected]