Error-probability bounds for continuous-time decision problems

DOI10.1109/TIT.1978.1055925zbMATH Open0403.94001OpenAlexW2105690926MaRDI QIDQ4189166FDOQ4189166

Jan H. van Schuppen, Donald L. Snyder, J. L. Hibey

Publication date: 1978

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1978.1055925

zbMATH Keywords

Stochastic ProcessesSignalsPartial Differential EquationContinuous-TimeBinary Detection ProblemsError-Probability BoundsLikelihood-Ratio TestMartingale Theory

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Communication theory (94A05)

Cited In (3)

• Performance bounds for mismatched decision schemes with Poisson process observations
• Quadratic forms for Feynman-Kac semigroups
• Error probability bounds for nuclear detection: improving accuracy through controlled mobility

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