2001/11/13 by Stefano M. Iacus, Iacus, Stefano M.
Biochemistry, Genetics and Molecular Biology · Decision Sciences · Mathematics · Physics and Astronomy · #62M99 #93E10 #Diffusion and Search Dynamics #FOS: Mathematics #Probabilistic and Robust Engineering Design #Statistics Theory (math.ST) #math.ST #msc:62M99 #msc:93E10 #stat.TH #stochastic dynamics and bifurcation
paper · pdf · doi:10.48550/arxiv.math/0111153
arxiv created 2001/11/13 · openalex publication_date 2001/11/13 · arxiv updated 2009/11/30 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
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.