![[arxiv]](/images/buttons/arxiv.png)
Title: Statistical analysis of stochastic resonance with ergodic diffusion noise
Authors: Stefano M. Iacus
Categories: math.ST Statistics (stat.TH Theory)
MSC: 93E10; 62M99
Abstract: A 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.
Owner: Stefano Maria Iacus
Version 1: Tue, 13 Nov 2001 15:50:59 GMT