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Quantum non demolition measurements: parameter estimation for mixtures of multinomials

Abstract : 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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https://hal.archives-ouvertes.fr/hal-01564504
Contributor : Clément Pellegrini <>
Submitted on : Tuesday, July 18, 2017 - 5:53:32 PM
Last modification on : Saturday, June 13, 2020 - 3:41:32 AM
Document(s) archivé(s) le : Saturday, January 27, 2018 - 7:05:10 AM

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

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