Quantum non demolition measurements: parameter estimation for mixtures of multinomials - Archive ouverte HAL
Article Dans Une Revue Electronic Journal of Statistics Année : 2018

Quantum non demolition measurements: parameter estimation for mixtures of multinomials

Résumé

In Quantum Non Demolition measurements, the sequence of observations is distributed as a mixture of multinomial random variables. Parameters of the dynamics are naturally encoded into this family of distributions. We show the local asymptotic mixed normality of the underlying statistical model and the consistency of the maximum likelihood estimator. Furthermore, we prove the asymptotic optimality of this estimator as it saturates the usual Cramér Rao bound.
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Dates et versions

hal-01564504 , version 1 (18-07-2017)

Identifiants

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Tristan Benoist, Fabrice Gamboa, Clément Pellegrini. Quantum non demolition measurements: parameter estimation for mixtures of multinomials. Electronic Journal of Statistics , 2018, 12 (1), pp.555-571. ⟨10.1214/18-EJS1396⟩. ⟨hal-01564504⟩
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