Article ID Journal Published Year Pages File Type
5130151 Stochastic Processes and their Applications 2017 32 Pages PDF
Abstract

Euler integrals of deterministic functions have recently been shown to have a wide variety of possible applications, including signal processing, data aggregation and network sensing. Adding random noise to these scenarios, as is natural in the majority of applications, leads to a need for statistical analysis, the first step of which requires asymptotic distribution results for estimators. The first such result is provided in this paper, as a central limit theorem for the Euler integral of pure, Gaussian, noise fields.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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