Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5130151 | Stochastic Processes and their Applications | 2017 | 32 Pages |
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)
Authors
Gregory Naitzat, Robert J. Adler,