On the converse theorem in statistical hypothesis testing for Markov chains

DOI10.1109/18.212294zbMath0788.62008OpenAlexW2055055260MaRDI QIDQ4202088

Fumio Kanaya, Kenji Nakagawa

Publication date: 12 October 1993

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

Full work available at URL: https://semanticscholar.org/paper/e13626c10ab151a4be4289c24b92cdd69e0e3ec7

zbMATH Keywords

Markov chainsgeodesicKullback-Leibler divergenceinformation geometryconverse theoremfirst-kind error probabilitypower exponentssecond-kind error probability

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Foundations and philosophical topics in statistics (62A01) Statistical aspects of information-theoretic topics (62B10) Markov processes: hypothesis testing (62M02)

Related Items (8)

Information geometry approach to parameter estimation in Markov chains ⋮ Moderate deviations and hypothesis testing for signal detection problem ⋮ Large deviations in testing squared radial Ornstein-Uhlenbeck model ⋮ Information geometry of reversible Markov chains ⋮ Correlation detection and an operational interpretation of the Rényi mutual information ⋮ Local equivalence problem in hidden Markov model ⋮ Information geometry approach to parameter estimation in hidden Markov model ⋮ Large deviations in testing Jacobi model

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