Nonparametric estimation of mark's distribution of an exponential shot-noise process

作者：Ilhe Paul^*; Moulines Eric; Roueff Francois; Souloumiac Antoine

来源：Electronic Journal of Statistics, 2015, 9(2): 3098-3123.

DOI：10.1214/15-EJS1103

• Shot-noise
• Levy-driven Ornstein-Uhlenbeck process
• nonparametric estimation
• Markov process
• empirical processes
• beta-mixing

In this paper, we consider a nonlinear inverse problem occuring in nuclear science. Gamma rays randomly hit a semiconductor detector which produces an impulse response of electric current. Because the sampling period of the measured current is larger than the mean interarrival time of photons, the impulse responses associated to different gamma rays can overlap: this phenomenon is known as pileup. In this work, it is assumed that the impulse response is an exponentially decaying function. We propose a novel method to infer the distribution of gamma photon energies from the indirect measurements obtained from the detector. This technique is based on a formula linking the characteristic function of the photon density to a function involving the characteristic function and its derivative of the observations. We establish that our estimator converges to the mark density in uniform norm at a polynomial rate. A limited Monte-Carlo experiment is provided to support our findings.

• 出版日期2015
• 单位中国地震局; TELECOM ParisTech