Limit theorems and testing hypotheses on Markov chains

DOI10.1515/156939203322733282zbMATH Open1052.62083OpenAlexW1974510903MaRDI QIDQ4809641FDOQ4809641

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

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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)

Cites Work

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• Title not available (Why is that?)
• A Remark on a Large Deviation Theorem for Markov Chain with a Finite Number of States

Cited In (21)

• Title not available (Why is that?)
• Repeated likelihood ratio tests for transition probabilities of finite markov chains
• Large deviations, hypotheses testing, and source coding for finite Markov chains
• Large deviations in operator form
• On the estimates of error probabilities of hypothesis testing problem in the case of Markov sample
• On the converse theorem in statistical hypothesis testing for Markov chains
• Title not available (Why is that?)
• Dynamical hypothesis tests and decision theory for Gibbs distributions
• Limit theorems for a class of tests of gradual changes
• Testing hypothesis on transition distributions of a Markov sequence
• Title not available (Why is that?)
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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
• MARKOV INTERVENTION OF CHANCE, AND LIMIT THEOREMS
• Boosting, downsizing and optimality of test functions of Markov chains
• 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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