Universality of the Heisenberg limit for estimates of random phase shifts

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The Heisenberg limit traditionally provides a lower bound on the phase uncertainty scaling as 1/<N>, where <N> is the mean number of photons in the probe. However, this limit has a number of loopholes which potentially might be exploited, to achieve measurements with even greater accuracy. Here we close these loopholes by proving a completely rigorous form of the Heisenberg limit for the average error over all phase shifts. Our result gives the first completely general, constraint-free and non-asymptotic statement of the Heisenberg limit. It holds for all phase estimation schemes, including multiple passes, nonlinear phase shifts, multimode probes, and arbitrary measurements.