Statistical analysis of stochastic resonance with ergodic diffusion noise

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dc.creatorIacus, Stefano M.
dc.date2001-11-13
dc.date.accessioned2026-07-07T08:06:00Z
dc.date.available2026-07-07T08:06:00Z
dc.descriptionA subthreshold signal is transmitted through a channel and may be detected when some noise -- with known structure and proportional to some level -- is added to the data. There is an optimal noise level, called stochastic resonance, that corresponds to the highest Fisher information in the problem of estimation of the signal. As noise we consider an ergodic diffusion process and the asymptotic is considered as time goes to infinity. We propose consistent estimators of the subthreshold signal and we solve further a problem of hypotheses testing. We also discuss evidence of stochastic resonance for both estimation and hypotheses testing problems via examples.
dc.identifierhttps://arxiv.org/abs/math/0111153
dc.identifierhttp://arxiv.org/abs/math/0111153
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130459
dc.subjectStatistics Theory
dc.subject93E10; 62M99
dc.titleStatistical analysis of stochastic resonance with ergodic diffusion noise
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