Limit theorems and testing hypotheses on Markov chains

DOI10.1515/156939203322733282MaRDI QIDQ4809641zbMATH OpenOpenAlexFDO

Authors Alexander V. Nagaev

Publication date 30 August 2004

Published in Discrete Mathematics and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/156939203322733282

Mathematics Subject Classification ID

Large deviations (60F10) Markov processes: hypothesis testing (62M02) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27)

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Cites work

• scientific article; zbMATH DE number 410740 (Why is no real title available?)
• scientific article; zbMATH DE number 3757399 (Why is no real title available?)
• A Remark on a Large Deviation Theorem for Markov Chain with a Finite Number of States

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(21)

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• Repeated likelihood ratio tests for transition probabilities of finite markov chains
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• An asymptotic formula for the Bayes risk in discriminating between two Markov chains
• On identification of many hypotheses testing for Markov chains
• Boosting, downsizing and optimality of test functions of Markov chains
• MARKOV INTERVENTION OF CHANCE, AND LIMIT THEOREMS
• On special case of \(r\)-identification problems of multiple hypotheses testing for Markov chains
• Finite-length analysis on tail probability for Markov chain and application to simple hypothesis testing
• A. de Moivre theorem revisited
• Hypothesis testing for signal detection problem: a large deviation approach
• An asymptotic formula for the Neyman-Pearson risk in discriminating between two Markov chains

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