Statistical analysis of stochastic resonance with ergodic diffusion noise

Details Statistical analysis of stochastic resonance with ergodic diffusion noise Statistical analysis of stochastic resonance with ergodic diffusion noise

2001-11-13

arxiv.org/abs/math/0111153v1

Mathematics

Statistics Theory

Scientific paper

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.

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