On sequential discrimination between close Markov chains

DOI10.1016/J.ENDM.2005.07.063MaRDI QIDQ3439288zbMATH OpenOpenAlexFDO

Authors M. B. Malyutov, D. M. Malyutov

Publication date 29 May 2007

Published in Electronic Notes in Discrete Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.endm.2005.07.063

zbMATH Keywords

Markov chainmaximal error probabilitymean length of strategiessequential test

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02)

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Cites work

• scientific article; zbMATH DE number 3062496 (Why is no real title available?)
• Information bounds and quick detection of parameter changes in stochastic systems
• Second order optimal sequential discrimination between Markov chains
• Sequential Experimental Design Procedures

Cited in

(5)

• Second order optimal sequential discrimination between Markov chains
• Remarks on sequential comparison of two Markov chains
• Discriminating between sequences of bernoulli and markov-bernoulli trials
• On Sequential Discrimination Between Close Markov Chains
• Discriminant analysis of stationary finite Markov chains

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