Finite-length analysis on tail probability for Markov chain and application to simple hypothesis testing

DOI10.1214/16-AAP1216zbMath1368.62235arXiv1401.3801OpenAlexW2963828408MaRDI QIDQ2013570

Shun Watanabe, Masahito Hayashi

Publication date: 8 August 2017

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.3801

zbMATH Keywords

tail probabilityrelative entropyinformation geometryrelative Rényi entropyfinite-length Markov chainsimple hypothesis testing

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Markov processes: hypothesis testing (62M02)

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