The completely monotone conjecture for Fisher information along the heat flow

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Let XX be a random variable such that t⟼I(X,t)t\longmapsto I(X,t) is infinitely differentiable.

Completely monotone conjecture. The function t⟼I(X,t)t\longmapsto I(X,t) is completely monotonous, that is

(−1)n∂tnI(X,t)≥0(-1)^n\partial_t^n I(X,t)\geq 0

for every t>0t>0 and non-negative integer nn.

The conjecture asks whether all derivatives of Fisher information along the heat flow have alternating signs. The first cases are known, but the statement is not known for all nn; the surrounding discussion specifically notes that the cases k≥4k\geq 4 remain unresolved.

References

Primary source

Paul Mansanarez, Guillaume Poly and Yvik Swan, “Derivatives of entropy and the MMSE conjecture”, arXiv:2311.04831 (2024).

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