On Sequential Discrimination Between Close Markov Chains

DOI10.1007/11889342_30MaRDI QIDQ5504207zbMATH OpenOpenAlexFDO

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

Publication date 22 January 2009

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/11889342_30

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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(6)

• Second order optimal sequential discrimination between Markov chains
• On sequential discrimination between close Markov chains
• Remarks on sequential comparison of two Markov chains
• Discriminating between sequences of bernoulli and markov-bernoulli trials
• Robustness in sequential discrimination of Markov chains under ``contamination
• Discriminant analysis of stationary finite Markov chains

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