Remarks on sequential comparison of two Markov chains

DOI10.1093/BIOMET/72.2.485MaRDI QIDQ3742536zbMATH OpenOpenAlexFDO

Authors

Publication date 1985

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/72.2.485

zbMATH Keywords

nondegeneracy conditionpositive regular Markov chainsequential comparison of Markov chainssequential probability ratio test

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02)

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Cited in

(3)

• Second order optimal sequential discrimination between Markov chains
• On sequential discrimination between close Markov chains
• Comparison theory for Markov chains on different state spaces and application to random walk on derangements

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