Extremal large deviations in controlled i.i.d. processes with applications to hypothesis testing

DOI10.2307/1427796MaRDI QIDQ4278396zbMATH OpenOpenAlexFDO

Authors Nahum Shimkin

Publication date 21 March 1994

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL http://purl.umn.edu/2368

zbMATH Keywords

extremal large deviations rateslarge deviations of the sample meansequential designworst-case sampling policies

Mathematics Subject Classification ID

Large deviations (60F10) Sequential statistical design (62L05) Non-Markovian processes: hypothesis testing (62M07) Markov and semi-Markov decision processes (90C40)

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